+135.8%
IONQ vs HST
+77.1%
+58.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.7% | -4.9% | -4.7% |
| 7D | -16.7% | -4.2% | -12.5% | -12.6% |
| 30D | -38.9% | +9.6% | -48.5% | -44.2% |
| 3M | -33.8% | -1.1% | -32.7% | -33.2% |
| 6M | -44.9% | +21.1% | -66.0% | -56.4% |
| YTD | -41.1% | +47.1% | -88.2% | -62.4% |
| 1Y | -52.3% | +64.0% | -116.3% | -73.8% |
| All | +135.8% | +77.1% | +58.7% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling