+571.7%
QQQ vs HST
+101.1%
+470.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -0.6% | -2.8% | +2.1% | +0.2% |
| 3M | +1.3% | -6.5% | +7.8% | +3.1% |
| 6M | +18.1% | +20.7% | -2.6% | +11.2% |
| YTD | +16.9% | +30.5% | -13.6% | +7.3% |
| 1Y | +24.0% | +36.8% | -12.8% | +11.9% |
| 3Y | +95.6% | +65.9% | +29.7% | +64.9% |
| 5Y | +94.5% | +73.9% | +20.6% | +60.9% |
| 10Y | +571.7% | +107.0% | +464.7% | +426.6% |
| All | +571.7% | +101.1% | +470.6% | +426.6% |
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