+1,469.9%
QQQ vs HST
+549.4%
+920.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -10.2% | +14.5% | -24.7% | -13.6% |
| 3M | -6.3% | +15.4% | -21.7% | -10.1% |
| 6M | -4.9% | +22.0% | -26.9% | -10.5% |
| YTD | +10.2% | +54.9% | -44.6% | -3.3% |
| 1Y | +8.8% | +54.0% | -45.2% | -4.5% |
| 3Y | +81.4% | +90.4% | -9.1% | +48.4% |
| 5Y | +78.5% | +84.2% | -5.7% | +45.3% |
| 10Y | +523.8% | +144.6% | +379.2% | +334.8% |
| All | +1,469.9% | +549.4% | +920.5% | +534.5% |
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