+108.1%
HST vs QID
-99.1%
+207.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | +1.2% |
| 7D | +0.7% | +2.7% | -2.1% | +1.6% |
| 30D | -0.7% | +3.3% | -4.0% | +0.5% |
| 3M | -4.0% | -5.5% | +1.5% | -5.2% |
| 6M | +20.7% | -28.4% | +49.1% | +9.2% |
| YTD | +31.0% | -26.6% | +57.6% | +20.0% |
| 1Y | +36.2% | -34.1% | +70.4% | +20.6% |
| 3Y | +66.6% | -73.7% | +140.3% | +16.0% |
| 5Y | +75.8% | -80.7% | +156.5% | +24.9% |
| All | +108.1% | -99.1% | +207.3% | -29.1% |
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