+29.2%
HYG vs QS
-47.4%
+76.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.7% | -5.0% | +4.2% | -0.7% |
| 30D | -0.6% | -18.3% | +17.7% | -0.2% |
| 3M | +0.4% | -26.0% | +26.4% | +0.9% |
| 6M | +1.2% | -24.0% | +25.3% | +1.5% |
| YTD | +1.5% | -50.3% | +51.8% | +2.5% |
| 1Y | +3.2% | -38.0% | +41.1% | +3.5% |
| 3Y | +25.9% | -24.6% | +50.5% | +23.9% |
| 5Y | +18.6% | -75.4% | +94.0% | +17.0% |
| All | +29.2% | -47.4% | +76.6% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling