-44.6%
QS vs HDB
+8.0%
-52.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -2.3% | +0.4% | -2.8% | -2.6% |
| 30D | -0.7% | -2.8% | +2.1% | +0.5% |
| 3M | -39.6% | -3.5% | -36.1% | -39.1% |
| 6M | -21.7% | -24.7% | +3.0% | -10.2% |
| YTD | -47.4% | -36.6% | -10.8% | -34.0% |
| 1Y | -28.4% | -34.4% | +6.0% | -12.3% |
| 3Y | -22.6% | -24.4% | +1.8% | -16.0% |
| 5Y | -75.6% | -35.4% | -40.2% | -72.6% |
| All | -44.6% | +8.0% | -52.7% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling