+138.5%
HST vs QID
-99.0%
+237.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +3.0% |
| 7D | +0.6% | +1.8% | -1.2% | +1.7% |
| 30D | +14.5% | +21.6% | -7.1% | +23.3% |
| 3M | +15.4% | +12.6% | +2.8% | +21.3% |
| 6M | +22.0% | +6.9% | +15.1% | +27.1% |
| YTD | +54.9% | -20.5% | +75.4% | +47.0% |
| 1Y | +54.0% | -18.1% | +72.1% | +48.1% |
| 3Y | +90.4% | -70.7% | +161.1% | +38.0% |
| 5Y | +84.2% | -77.2% | +161.5% | +39.1% |
| All | +138.5% | -99.0% | +237.6% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling