+84.2%
HST vs QS
-87.4%
+171.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +2.9% |
| 7D | +0.6% | +8.0% | -7.4% | -0.4% |
| 30D | +14.5% | -2.8% | +17.3% | +14.6% |
| 3M | +15.4% | -28.1% | +43.5% | +19.8% |
| 6M | +22.0% | -41.0% | +63.0% | +28.4% |
| YTD | +54.9% | -57.3% | +112.1% | +68.6% |
| 1Y | +54.0% | -72.7% | +126.6% | +77.0% |
| 3Y | +90.4% | -18.6% | +109.1% | +61.9% |
| 5Y | +84.2% | -87.0% | +171.2% | +103.9% |
| All | +84.2% | -87.4% | +171.6% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling