-37.4%
IONQ vs HST
+54.6%
-92.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.3% |
| 7D | +15.3% | -1.3% | +16.6% | +16.5% |
| 30D | -6.1% | +13.4% | -19.5% | -11.8% |
| 3M | -21.6% | +16.7% | -38.3% | -27.4% |
| 6M | -40.1% | +24.0% | -64.1% | -48.8% |
| YTD | -24.1% | +54.0% | -78.1% | -38.9% |
| 1Y | -37.4% | +55.0% | -92.5% | -49.7% |
| All | -37.4% | +54.6% | -92.0% | -49.7% |
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