+240.3%
IONQ vs HLT
+179.8%
+60.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.0% | -1.6% | -5.4% | -5.7% |
| 30D | -18.7% | -5.0% | -13.7% | -14.9% |
| 3M | -36.6% | -10.4% | -26.2% | -30.0% |
| 6M | +7.2% | +3.2% | +4.0% | +1.7% |
| YTD | -18.1% | +6.7% | -24.8% | -25.6% |
| 1Y | -21.9% | +10.3% | -32.2% | -32.7% |
| 3Y | +86.7% | +99.3% | -12.6% | -10.6% |
| 5Y | +267.5% | +143.7% | +123.8% | +62.5% |
| All | +240.3% | +179.8% | +60.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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