+152.0%
QQQM vs HST
+144.3%
+7.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | +0.9% | -1.4% | -0.8% |
| 30D | -1.2% | -2.5% | +1.3% | -0.5% |
| 3M | -0.1% | -5.1% | +5.0% | +1.1% |
| 6M | +18.0% | +21.6% | -3.7% | +11.0% |
| YTD | +16.7% | +31.6% | -14.9% | +7.2% |
| 1Y | +23.0% | +36.1% | -13.1% | +11.6% |
| 3Y | +93.3% | +66.5% | +26.9% | +63.8% |
| 5Y | +96.3% | +76.6% | +19.7% | +67.3% |
| All | +152.0% | +144.3% | +7.8% | +117.6% |
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