-80.2%
HTZ vs QS
-33.2%
-47.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.2% | -13.6% | -18.6% |
| 7D | -7.7% | -2.1% | -5.6% | -6.6% |
| 30D | -13.1% | -11.6% | -1.5% | -9.6% |
| 3M | +14.7% | -25.5% | +40.3% | +26.1% |
| 6M | -70.6% | -43.4% | -27.2% | -65.6% |
| YTD | -65.2% | -60.6% | -4.6% | -55.5% |
| 1Y | -73.2% | -75.9% | +2.7% | -60.9% |
| All | -80.2% | -33.2% | -47.0% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling