+1,570.9%
QQQ vs HST
+447.3%
+1,123.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +0.2% | -12.3% | +12.5% | +3.9% |
| 3M | -2.8% | -6.4% | +3.5% | -1.2% |
| 6M | +18.0% | +15.0% | +3.0% | +12.9% |
| YTD | +17.3% | +30.5% | -13.2% | +8.1% |
| 1Y | +25.6% | +35.7% | -10.1% | +14.1% |
| 3Y | +93.7% | +68.4% | +25.4% | +64.0% |
| 5Y | +94.2% | +73.1% | +21.0% | +61.1% |
| 10Y | +557.9% | +92.7% | +465.1% | +390.6% |
| All | +1,570.9% | +447.3% | +1,123.7% | +609.5% |
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