-40.3%
QS vs HDB
-33.5%
-6.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -4.9% | +0.9% |
| 7D | -3.6% | +0.7% | -4.3% | -3.9% |
| 30D | -17.2% | +1.0% | -18.2% | -17.4% |
| 3M | -27.0% | -2.0% | -25.0% | -27.1% |
| 6M | -24.6% | -18.1% | -6.5% | -25.0% |
| YTD | -49.3% | -36.1% | -13.2% | -53.1% |
| 1Y | -40.3% | -34.0% | -6.3% | -43.9% |
| All | -40.3% | -33.5% | -6.8% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling