+73.7%
HST vs QS
-74.6%
+148.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | +2.0% | +2.2% | -0.2% | +1.7% |
| 30D | -5.2% | -8.1% | +2.8% | -4.4% |
| 3M | -6.2% | -27.0% | +20.8% | -3.3% |
| 6M | +20.4% | -16.4% | +36.9% | +21.3% |
| YTD | +30.6% | -46.4% | +77.0% | +38.3% |
| 1Y | +37.4% | -41.1% | +78.5% | +39.8% |
| 3Y | +66.1% | -18.6% | +84.7% | +44.9% |
| 5Y | +73.7% | -73.0% | +146.8% | +68.2% |
| All | +73.7% | -74.6% | +148.3% | +68.2% |
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