-89.4%
QS vs HDB
-22.2%
-67.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.5% |
| 7D | -5.0% | +6.9% | -11.9% | -8.5% |
| 30D | -1.4% | +15.2% | -16.6% | -8.9% |
| 3M | -33.6% | +11.7% | -45.3% | -37.9% |
| 6M | -47.6% | +7.5% | -55.1% | -50.4% |
| YTD | -59.6% | -28.8% | -30.8% | -51.4% |
| 1Y | -73.5% | -29.1% | -44.4% | -68.1% |
| 3Y | -23.0% | -7.0% | -16.0% | -28.2% |
| 5Y | -89.4% | -22.1% | -67.3% | -89.2% |
| All | -89.4% | -22.2% | -67.2% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling