+1,188.2%
HUT vs QS
-57.3%
+1,245.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.4% | +13.0% | +9.4% |
| 7D | +24.8% | -5.0% | +29.7% | +27.0% |
| 30D | -28.4% | -1.4% | -27.0% | -28.5% |
| 3M | -31.2% | -33.6% | +2.4% | -21.5% |
| 6M | -40.2% | -47.6% | +7.3% | -26.6% |
| YTD | +32.9% | -59.6% | +92.5% | +81.6% |
| 1Y | +39.1% | -73.5% | +112.6% | +118.8% |
| 3Y | +462.8% | -23.0% | +485.8% | +434.8% |
| 5Y | -13.9% | -89.4% | +75.5% | +24.3% |
| All | +1,188.2% | -57.3% | +1,245.4% | +2,215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling