+66.1%
HST vs QID
-74.5%
+140.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.2% |
| 7D | +2.0% | -2.7% | +4.7% | +1.1% |
| 30D | -5.2% | +1.8% | -7.0% | -4.7% |
| 3M | -6.2% | -2.2% | -4.1% | -6.1% |
| 6M | +20.4% | -32.1% | +52.6% | +7.2% |
| YTD | +30.6% | -28.6% | +59.2% | +18.8% |
| 1Y | +37.4% | -36.3% | +73.7% | +20.3% |
| 3Y | +66.1% | -74.4% | +140.5% | +12.1% |
| All | +66.1% | -74.5% | +140.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling