+69.6%
HST vs QS
-19.4%
+89.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.0% | -2.3% | +1.3% | -0.8% |
| 30D | -12.3% | -0.7% | -11.5% | -12.3% |
| 3M | -6.4% | -39.6% | +33.3% | -3.0% |
| 6M | +15.0% | -21.7% | +36.7% | +16.2% |
| YTD | +30.5% | -47.4% | +77.9% | +35.6% |
| 1Y | +35.7% | -28.4% | +64.0% | +34.2% |
| All | +69.6% | -19.4% | +89.0% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling