+108.3%
IONQ vs HST
+68.9%
+39.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | +0.8% | -1.0% | +1.8% | +1.9% |
| 30D | -1.0% | -12.3% | +11.2% | +13.2% |
| 3M | -39.8% | -6.4% | -33.5% | -36.8% |
| 6M | +6.4% | +15.0% | -8.6% | -12.7% |
| YTD | -11.9% | +30.5% | -42.4% | -37.6% |
| 1Y | -6.2% | +35.7% | -41.8% | -37.8% |
| All | +108.3% | +68.9% | +39.4% | -4.5% |
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