+45.7%
IONQ vs HST
+82.3%
-36.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -11.5% | +3.6% | -15.0% | -14.5% |
| 30D | -8.1% | +11.2% | -19.3% | -17.2% |
| 3M | -35.8% | +13.1% | -48.9% | -43.2% |
| 6M | -47.7% | +23.9% | -71.7% | -59.1% |
| YTD | -35.6% | +52.3% | -87.9% | -59.6% |
| 1Y | -36.4% | +56.7% | -93.1% | -61.8% |
| 3Y | +150.0% | +87.5% | +62.5% | +26.2% |
| All | +45.7% | +82.3% | -36.6% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling