-43.5%
QS vs HBM
+631.2%
-674.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.8% | -3.7% | -0.4% |
| 7D | +2.2% | +7.4% | -5.2% | -0.8% |
| 30D | -8.1% | +5.1% | -13.1% | -10.0% |
| 3M | -27.0% | +11.1% | -38.2% | -30.7% |
| 6M | -16.4% | +30.2% | -46.7% | -25.5% |
| YTD | -46.4% | +46.2% | -92.6% | -54.5% |
| 1Y | -41.1% | +120.0% | -161.1% | -57.4% |
| 3Y | -18.6% | +527.4% | -546.0% | -61.2% |
| 5Y | -73.0% | +400.4% | -473.4% | -86.2% |
| All | -43.5% | +631.2% | -674.8% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling