+103.7%
HST vs QID
-100.0%
+203.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -1.4% |
| 30D | -12.3% | 0.0% | -12.3% | -12.1% |
| 3M | -6.4% | +3.7% | -10.1% | -3.4% |
| 6M | +15.0% | -29.9% | +44.9% | -4.4% |
| YTD | +30.5% | -28.8% | +59.3% | +10.0% |
| 1Y | +35.7% | -37.2% | +72.8% | +6.8% |
| 3Y | +68.4% | -73.7% | +142.1% | -11.5% |
| 5Y | +73.1% | -80.7% | +153.9% | -7.6% |
| 10Y | +92.7% | -99.1% | +191.9% | -85.0% |
| All | +103.7% | -100.0% | +203.7% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling