+278.7%
IONQ vs HLT
+153.7%
+125.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.7% |
| 7D | +1.3% | -1.5% | +2.8% | +2.8% |
| 30D | -10.3% | -1.2% | -9.1% | -9.7% |
| 3M | -32.7% | -10.3% | -22.4% | -25.0% |
| 6M | +6.3% | +1.3% | +5.1% | +2.2% |
| YTD | -15.0% | +7.0% | -22.0% | -24.2% |
| 1Y | -13.3% | +11.9% | -25.2% | -28.2% |
| 3Y | +97.2% | +100.7% | -3.5% | -17.8% |
| 5Y | +278.7% | +147.5% | +131.2% | +45.5% |
| All | +278.7% | +153.7% | +125.0% | +45.5% |
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