+109.0%
HST vs QSR
+135.2%
-26.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.1% |
| 7D | +0.9% | -4.0% | +4.9% | +3.1% |
| 30D | -2.5% | +2.8% | -5.2% | -4.1% |
| 3M | -5.1% | +5.1% | -10.2% | -8.1% |
| 6M | +21.6% | +8.8% | +12.8% | +14.8% |
| YTD | +31.6% | +14.8% | +16.8% | +20.0% |
| 1Y | +36.1% | +25.7% | +10.4% | +17.4% |
| 3Y | +66.5% | +27.5% | +38.9% | +38.4% |
| 5Y | +76.6% | +41.3% | +35.3% | +35.9% |
| All | +109.0% | +135.2% | -26.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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