-47.7%
QS vs HBM
+572.0%
-619.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.8% | +2.3% |
| 7D | -5.0% | -3.7% | -1.2% | -3.6% |
| 30D | -18.3% | -3.7% | -14.6% | -17.2% |
| 3M | -26.0% | +8.0% | -34.0% | -29.0% |
| 6M | -24.0% | +15.8% | -39.8% | -29.1% |
| YTD | -50.3% | +34.4% | -84.7% | -56.4% |
| 1Y | -38.0% | +98.2% | -136.1% | -53.2% |
| 3Y | -24.6% | +476.6% | -501.2% | -62.8% |
| 5Y | -75.4% | +331.1% | -406.5% | -86.9% |
| All | -47.7% | +572.0% | -619.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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