+144.7%
IONQ vs HST
+114.3%
+30.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.7% | -4.9% | -5.4% |
| 7D | -16.7% | -4.2% | -12.5% | -13.1% |
| 30D | -38.9% | +9.6% | -48.5% | -43.6% |
| 3M | -33.8% | -1.1% | -32.7% | -33.2% |
| 6M | -44.9% | +21.1% | -66.0% | -54.6% |
| YTD | -41.1% | +47.1% | -88.2% | -59.3% |
| 1Y | -52.3% | +64.0% | -116.3% | -70.7% |
| 3Y | +128.2% | +77.1% | +51.1% | +34.8% |
| 5Y | +37.2% | +71.8% | -34.6% | -16.2% |
| All | +144.7% | +114.3% | +30.4% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling