+200.0%
HST vs QS
-62.6%
+262.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.4% |
| 7D | +3.6% | -14.0% | +17.6% | +4.8% |
| 30D | +11.2% | -6.4% | +17.6% | +11.7% |
| 3M | +13.1% | -40.3% | +53.4% | +17.7% |
| 6M | +23.9% | -57.5% | +81.4% | +31.8% |
| YTD | +52.3% | -64.7% | +117.0% | +63.7% |
| 1Y | +56.7% | -72.9% | +129.6% | +71.8% |
| 3Y | +87.5% | -33.5% | +121.0% | +77.1% |
| 5Y | +82.8% | -90.5% | +173.3% | +86.7% |
| All | +200.0% | -62.6% | +262.6% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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