+185.7%
IONQ vs HST
+122.1%
+63.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.4% | -8.5% |
| 7D | +16.8% | +3.6% | +13.1% | +13.2% |
| 30D | -11.1% | +9.9% | -21.0% | -17.9% |
| 3M | -31.7% | +12.9% | -44.7% | -38.6% |
| 6M | -44.8% | +22.9% | -67.6% | -54.9% |
| YTD | -31.2% | +52.4% | -83.6% | -54.0% |
| 1Y | -39.1% | +52.5% | -91.7% | -59.6% |
| 3Y | +189.5% | +87.4% | +102.1% | +63.1% |
| 5Y | +53.2% | +82.9% | -29.8% | -9.9% |
| All | +185.7% | +122.1% | +63.7% | +70.9% |
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