+202.0%
IONQ vs HST
+114.3%
+87.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.5% | +23.5% |
| 7D | +8.6% | -2.7% | +11.3% | +11.6% |
| 30D | -21.1% | +10.7% | -31.8% | -27.8% |
| 3M | -17.9% | +6.3% | -24.1% | -22.0% |
| 6M | -37.9% | +19.0% | -56.9% | -48.1% |
| YTD | -27.3% | +47.0% | -74.3% | -49.8% |
| 1Y | -43.2% | +53.4% | -96.6% | -62.7% |
| 3Y | +191.0% | +78.0% | +113.0% | +71.2% |
| 5Y | +69.3% | +71.7% | -2.4% | +3.4% |
| All | +202.0% | +114.3% | +87.8% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling