+137.9%
HST vs QID
-100.0%
+237.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.7% |
| 7D | +3.6% | -11.8% | +15.4% | -3.4% |
| 30D | +9.9% | +14.2% | -4.3% | +19.9% |
| 3M | +12.9% | +8.8% | +4.2% | +20.1% |
| 6M | +22.9% | +1.5% | +21.4% | +26.8% |
| YTD | +52.4% | -23.8% | +76.2% | +35.2% |
| 1Y | +52.5% | -22.0% | +74.5% | +37.5% |
| 3Y | +87.4% | -71.9% | +159.3% | +2.8% |
| 5Y | +82.9% | -77.6% | +160.5% | +8.1% |
| 10Y | +134.8% | -99.1% | +233.8% | -81.0% |
| All | +137.9% | -100.0% | +237.9% | -97.8% |
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