+156.9%
HST vs QS
-47.0%
+204.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +0.4% |
| 7D | -0.3% | -4.2% | +3.9% | 0.0% |
| 30D | -2.8% | -15.7% | +12.9% | -1.5% |
| 3M | -6.5% | -28.7% | +22.2% | -4.3% |
| 6M | +20.7% | -23.2% | +43.9% | +22.2% |
| YTD | +30.5% | -49.9% | +80.4% | +36.4% |
| 1Y | +36.8% | -38.8% | +75.6% | +38.4% |
| 3Y | +65.9% | -24.0% | +89.9% | +55.1% |
| 5Y | +73.9% | -75.6% | +149.5% | +68.9% |
| All | +156.9% | -47.0% | +204.0% | +130.4% |
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