+65.2%
HST vs IQV
+20.9%
+44.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | +2.0% | +0.3% | +1.7% | +1.9% |
| 30D | -5.2% | +8.6% | -13.8% | -7.4% |
| 3M | -6.2% | +41.1% | -47.3% | -15.2% |
| 6M | +20.4% | +48.6% | -28.1% | +6.6% |
| YTD | +30.6% | +15.0% | +15.6% | +24.5% |
| 1Y | +37.4% | +38.1% | -0.8% | +21.8% |
| All | +65.2% | +20.9% | +44.3% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling