-44.7%
IONQ vs HST
+76.4%
-121.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.2% |
| 7D | -8.9% | +3.3% | -12.2% | -10.5% |
| 30D | -31.3% | +16.4% | -47.6% | -36.5% |
| 3M | -29.2% | +5.5% | -34.7% | -31.7% |
| 6M | -35.4% | +31.1% | -66.6% | -47.0% |
| YTD | -34.2% | +55.9% | -90.1% | -48.4% |
| 1Y | -44.7% | +75.6% | -120.3% | -60.2% |
| All | -44.7% | +76.4% | -121.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling