-16.3%
QS vs HAS
+204.3%
-220.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.0% |
| 7D | +13.7% | +2.2% | +11.5% | +12.7% |
| 30D | -0.2% | +29.6% | -29.8% | -11.9% |
| 3M | -24.8% | +30.3% | -55.1% | -34.0% |
| 6M | -39.4% | +25.6% | -65.0% | -46.3% |
| YTD | -56.1% | +50.8% | -107.0% | -64.6% |
| 1Y | -72.5% | +63.0% | -135.5% | -78.7% |
| 3Y | -16.3% | +211.6% | -227.9% | -68.3% |
| All | -16.3% | +204.3% | -220.6% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling