+108.1%
HST vs IQV
+236.7%
-128.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +0.7% | -5.3% | +6.0% | +2.9% |
| 30D | -0.7% | +5.5% | -6.2% | -3.0% |
| 3M | -4.0% | +41.2% | -45.3% | -18.0% |
| 6M | +20.7% | +50.5% | -29.8% | -0.9% |
| YTD | +31.0% | +14.1% | +16.9% | +20.0% |
| 1Y | +36.2% | +39.9% | -3.7% | +12.7% |
| 3Y | +66.6% | +20.5% | +46.1% | +42.3% |
| 5Y | +75.8% | -1.2% | +77.0% | +61.2% |
| All | +108.1% | +236.7% | -128.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling