+35.7%
HST vs QID
-38.2%
+73.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.2% |
| 7D | -1.0% | -0.6% | -0.4% | -1.1% |
| 30D | -12.3% | 0.0% | -12.3% | -12.2% |
| 3M | -6.4% | +3.7% | -10.1% | -4.8% |
| 6M | +15.0% | -29.9% | +44.9% | +7.1% |
| YTD | +30.5% | -28.8% | +59.3% | +21.6% |
| 1Y | +35.7% | -37.2% | +72.8% | +26.7% |
| All | +35.7% | -38.2% | +73.9% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling