+45.7%
IONQ vs HLT
+162.2%
-116.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | +0.7% | -12.2% | -12.0% |
| 30D | -8.1% | +13.7% | -21.8% | -20.5% |
| 3M | -35.8% | +16.3% | -52.1% | -46.4% |
| 6M | -47.7% | +19.9% | -67.7% | -58.6% |
| YTD | -35.6% | +30.1% | -65.7% | -54.2% |
| 1Y | -36.4% | +38.5% | -74.9% | -58.7% |
| 3Y | +150.0% | +131.0% | +19.0% | -13.9% |
| All | +45.7% | +162.2% | -116.5% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling