+142.0%
HST vs IQV
+519.5%
-377.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +3.6% | +2.4% | +1.3% | +2.6% |
| 30D | +9.9% | +4.0% | +5.9% | +8.0% |
| 3M | +12.9% | +12.2% | +0.8% | +7.3% |
| 6M | +22.9% | +54.9% | -32.0% | +0.4% |
| YTD | +52.4% | +20.3% | +32.1% | +36.3% |
| 1Y | +52.5% | +22.7% | +29.8% | +35.1% |
| 3Y | +87.4% | +38.3% | +49.1% | +50.8% |
| 5Y | +82.9% | +6.5% | +76.5% | +62.4% |
| 10Y | +134.8% | +251.5% | -116.7% | +21.0% |
| All | +142.0% | +519.5% | -377.5% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling