+11.3%
QQQ vs HST
+53.7%
-42.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +6.4% | +3.6% | +2.7% | +5.2% |
| 30D | -7.5% | +9.9% | -17.4% | -9.2% |
| 3M | -4.8% | +12.9% | -17.7% | -7.3% |
| 6M | -2.5% | +22.9% | -25.4% | -8.0% |
| YTD | +12.4% | +52.4% | -40.0% | +1.2% |
| 1Y | +11.3% | +52.5% | -41.2% | -0.1% |
| All | +11.3% | +53.7% | -42.4% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling