-40.2%
HUT vs QS
-43.3%
+3.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.4% | +13.0% | +10.2% |
| 7D | +24.8% | -5.0% | +29.7% | +27.7% |
| 30D | -28.4% | -1.4% | -27.0% | -28.5% |
| 3M | -31.2% | -33.6% | +2.4% | -15.1% |
| 6M | -40.2% | -47.6% | +7.3% | -13.4% |
| All | -40.2% | -43.3% | +3.0% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling