-18.6%
QS vs HDB
-27.8%
+9.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.9% |
| 7D | +2.2% | -2.0% | +4.2% | +2.8% |
| 30D | -8.1% | -4.9% | -3.2% | -6.8% |
| 3M | -27.0% | -2.3% | -24.7% | -27.1% |
| 6M | -16.4% | -23.7% | +7.3% | -9.9% |
| YTD | -46.4% | -38.5% | -7.9% | -38.3% |
| 1Y | -41.1% | -36.5% | -4.6% | -33.2% |
| 3Y | -18.6% | -28.5% | +9.8% | -10.3% |
| All | -18.6% | -27.8% | +9.1% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling