+215.4%
IONQ vs HL
+112.0%
+103.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.3% |
| 7D | +15.3% | -5.6% | +20.9% | +17.7% |
| 30D | -6.1% | -16.2% | +10.1% | -0.5% |
| 3M | -21.6% | -20.5% | -1.1% | -16.1% |
| 6M | -40.1% | -31.7% | -8.5% | -33.1% |
| YTD | -24.1% | -26.4% | +2.3% | -17.5% |
| 1Y | -37.4% | -4.3% | -33.1% | -37.0% |
| 3Y | +219.5% | +276.9% | -57.4% | +91.4% |
| 5Y | +76.9% | +124.1% | -47.1% | +14.9% |
| All | +215.4% | +112.0% | +103.4% | +101.6% |
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