+23.0%
QQQM vs HST
+36.5%
-13.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | +0.9% | -1.4% | -0.7% |
| 30D | -1.2% | -2.5% | +1.3% | -0.8% |
| 3M | -0.1% | -5.1% | +5.0% | +0.5% |
| 6M | +18.0% | +21.6% | -3.7% | +12.2% |
| YTD | +16.7% | +31.6% | -14.9% | +10.5% |
| 1Y | +23.0% | +36.1% | -13.1% | +14.5% |
| All | +23.0% | +36.5% | -13.5% | +14.5% |
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 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