+538.0%
QQQ vs HST
+143.8%
+394.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | -0.2% | -1.3% | +1.0% | +0.2% |
| 30D | -7.5% | +13.4% | -20.8% | -10.9% |
| 3M | -3.8% | +16.7% | -20.5% | -8.2% |
| 6M | -3.0% | +24.0% | -27.0% | -9.4% |
| YTD | +12.8% | +54.0% | -41.2% | -1.5% |
| 1Y | +11.6% | +55.0% | -43.4% | -2.9% |
| 3Y | +85.6% | +89.3% | -3.8% | +50.4% |
| 5Y | +82.1% | +85.4% | -3.3% | +46.8% |
| 10Y | +538.0% | +137.1% | +400.8% | +397.7% |
| All | +538.0% | +143.8% | +394.2% | +397.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling