+265.9%
IONQ vs HL
+210.5%
+55.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | -1.0% | +25.1% | -26.1% | -8.3% |
| 3M | -39.8% | +22.9% | -62.7% | -44.0% |
| 6M | +6.4% | -4.9% | +11.3% | +6.9% |
| YTD | -11.9% | +7.8% | -19.8% | -15.2% |
| 1Y | -6.2% | +133.9% | -140.0% | -29.6% |
| 3Y | +125.7% | +380.9% | -255.2% | +24.1% |
| 5Y | +296.0% | +230.2% | +65.8% | +126.4% |
| All | +265.9% | +210.5% | +55.5% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling