+253.1%
IONQ vs HL
+213.0%
+40.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -6.4% |
| 7D | +1.3% | +0.4% | +0.9% | +1.1% |
| 30D | -10.3% | +18.8% | -29.1% | -15.6% |
| 3M | -32.7% | +43.7% | -76.4% | -40.6% |
| 6M | +6.3% | -1.0% | +7.4% | +5.5% |
| YTD | -15.0% | +8.7% | -23.7% | -18.4% |
| 1Y | -13.3% | +105.0% | -118.3% | -32.2% |
| 3Y | +97.2% | +427.3% | -330.1% | +5.3% |
| 5Y | +278.7% | +249.3% | +29.5% | +115.1% |
| All | +253.1% | +213.0% | +40.1% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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