-47.3%
QS vs HAS
+40.5%
-87.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -5.8% |
| 7D | -4.2% | -4.8% | +0.6% | -1.5% |
| 30D | -15.7% | -5.1% | -10.5% | -13.2% |
| 3M | -28.7% | +6.4% | -35.1% | -31.5% |
| 6M | -23.2% | -5.6% | -17.6% | -21.7% |
| YTD | -49.9% | +11.0% | -60.9% | -53.7% |
| 1Y | -38.8% | +16.8% | -55.6% | -45.4% |
| 3Y | -24.0% | +44.0% | -68.1% | -43.8% |
| 5Y | -75.6% | +11.0% | -86.6% | -79.5% |
| All | -47.3% | +40.5% | -87.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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