-24.7%
QS vs HBM
+506.5%
-531.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.3% |
| 7D | -4.2% | +5.5% | -9.7% | -6.9% |
| 30D | -15.7% | +3.3% | -19.0% | -17.2% |
| 3M | -28.7% | +12.7% | -41.3% | -33.8% |
| 6M | -23.2% | +28.2% | -51.4% | -33.3% |
| YTD | -49.9% | +45.3% | -95.2% | -59.3% |
| 1Y | -38.8% | +121.7% | -160.5% | -59.6% |
| All | -24.7% | +506.5% | -531.2% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling