-33.5%
QS vs HAS
+212.5%
-246.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.8% |
| 7D | -14.0% | +1.4% | -15.4% | -14.5% |
| 30D | -6.4% | +26.3% | -32.6% | -16.2% |
| 3M | -40.3% | +25.6% | -65.9% | -46.5% |
| 6M | -57.5% | +30.3% | -87.8% | -63.0% |
| YTD | -64.7% | +50.4% | -115.0% | -71.4% |
| 1Y | -72.9% | +57.7% | -130.6% | -78.6% |
| 3Y | -33.5% | +213.4% | -246.8% | -75.5% |
| All | -33.5% | +212.5% | -246.0% | -75.5% |
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 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