+41.1%
HPQ vs QS
-75.8%
+117.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.5% | -5.0% | +8.5% | +4.0% |
| 30D | +13.7% | -18.3% | +32.0% | +16.0% |
| 3M | +33.9% | -26.0% | +59.9% | +37.2% |
| 6M | +80.9% | -24.0% | +105.0% | +83.8% |
| YTD | +52.6% | -50.3% | +102.9% | +61.8% |
| 1Y | +21.2% | -38.0% | +59.2% | +23.6% |
| 3Y | +26.9% | -24.6% | +51.5% | +16.2% |
| 5Y | +41.1% | -75.4% | +116.6% | +34.5% |
| All | +41.1% | -75.8% | +117.0% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling