-75.3%
QS vs HAS
+13.4%
-88.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -2.3% | -1.8% | -0.5% | -1.1% |
| 30D | -0.7% | +2.3% | -3.0% | -2.3% |
| 3M | -39.6% | +10.4% | -50.0% | -43.9% |
| 6M | -21.7% | -3.2% | -18.5% | -21.3% |
| YTD | -47.4% | +15.4% | -62.8% | -53.5% |
| 1Y | -28.4% | +18.8% | -47.2% | -38.4% |
| 3Y | -22.6% | +43.9% | -66.5% | -45.7% |
| All | -75.3% | +13.4% | -88.7% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling