+203.3%
HST vs QS
-57.3%
+260.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.1% |
| 7D | -1.3% | -5.0% | +3.7% | -0.9% |
| 30D | +13.4% | -1.4% | +14.8% | +13.4% |
| 3M | +16.7% | -33.6% | +50.3% | +20.4% |
| 6M | +24.0% | -47.6% | +71.6% | +29.6% |
| YTD | +54.0% | -59.6% | +113.6% | +63.6% |
| 1Y | +55.0% | -73.5% | +128.6% | +70.3% |
| 3Y | +89.3% | -23.0% | +112.4% | +76.7% |
| 5Y | +85.4% | -89.4% | +174.8% | +87.5% |
| All | +203.3% | -57.3% | +260.5% | +176.3% |
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