+396.0%
HPE vs QSR
+40.5%
+355.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.3% |
| 7D | +19.4% | -4.0% | +23.4% | +20.7% |
| 30D | +5.6% | +2.8% | +2.9% | +4.6% |
| 3M | +33.1% | +5.1% | +28.0% | +30.3% |
| 6M | +192.5% | +8.8% | +183.7% | +180.1% |
| YTD | +160.9% | +14.8% | +146.1% | +144.5% |
| 1Y | +155.0% | +25.7% | +129.2% | +130.1% |
| 3Y | +289.4% | +27.5% | +261.9% | +237.3% |
| All | +396.0% | +40.5% | +355.5% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling