+153.5%
QQQM vs HST
+142.2%
+11.3%
-35.0%
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% | +3.6% | -1.2% |
| 6M | +18.1% | +15.0% | +3.1% | +12.9% |
| YTD | +17.4% | +30.5% | -13.2% | +8.0% |
| 1Y | +25.7% | +35.7% | -10.0% | +14.1% |
| 3Y | +94.1% | +68.4% | +25.7% | +64.0% |
| 5Y | +94.9% | +73.1% | +21.7% | +66.5% |
| All | +153.5% | +142.2% | +11.3% | +119.4% |
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