-53.8%
QS vs HAS
+90.9%
-144.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.8% |
| 7D | +13.7% | +2.2% | +11.5% | +12.5% |
| 30D | -0.2% | +29.6% | -29.8% | -14.0% |
| 3M | -24.8% | +30.3% | -55.1% | -35.7% |
| 6M | -39.4% | +25.6% | -65.0% | -47.6% |
| YTD | -56.1% | +50.8% | -107.0% | -66.1% |
| 1Y | -72.5% | +63.0% | -135.5% | -79.8% |
| 3Y | -16.3% | +211.6% | -227.9% | -61.7% |
| 5Y | -87.6% | +50.4% | -138.0% | -91.2% |
| All | -53.8% | +90.9% | -144.8% | -49.1% |
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