+69.2%
HST vs QSR
+40.5%
+28.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.2% |
| 7D | +0.9% | -4.0% | +4.9% | +2.8% |
| 30D | -2.5% | +2.8% | -5.2% | -3.8% |
| 3M | -5.1% | +5.1% | -10.2% | -7.7% |
| 6M | +21.6% | +8.8% | +12.8% | +15.8% |
| YTD | +31.6% | +14.8% | +16.8% | +21.4% |
| 1Y | +36.1% | +25.7% | +10.4% | +19.5% |
| 3Y | +66.5% | +27.5% | +38.9% | +39.7% |
| All | +69.2% | +40.5% | +28.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling