+65.0%
HST vs QSR
+25.9%
+39.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | -0.3% | -2.4% | +2.0% | +0.5% |
| 30D | -2.8% | +5.7% | -8.5% | -4.7% |
| 3M | -6.5% | +6.9% | -13.4% | -8.9% |
| 6M | +20.7% | +6.9% | +13.8% | +17.2% |
| YTD | +30.5% | +14.9% | +15.5% | +22.8% |
| 1Y | +36.8% | +29.1% | +7.7% | +22.8% |
| All | +65.0% | +25.9% | +39.1% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling