+37.0%
HPQ vs QS
-24.6%
+61.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.5% | +8.2% |
| 7D | +9.8% | -3.6% | +13.4% | +10.1% |
| 30D | +22.4% | -17.2% | +39.6% | +24.3% |
| 3M | +45.2% | -27.0% | +72.1% | +48.4% |
| 6M | +96.4% | -24.6% | +121.0% | +99.2% |
| YTD | +65.4% | -49.3% | +114.7% | +73.3% |
| 1Y | +31.6% | -40.3% | +71.9% | +34.9% |
| 3Y | +37.0% | -23.8% | +60.8% | +25.6% |
| All | +37.0% | -24.6% | +61.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling