-60.8%
QS vs HDB
+19.8%
-80.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -7.2% |
| 7D | -5.6% | +4.1% | -9.7% | -7.4% |
| 30D | -5.8% | +13.0% | -18.8% | -11.5% |
| 3M | -39.2% | +11.3% | -50.4% | -42.6% |
| 6M | -53.9% | +6.9% | -60.9% | -56.0% |
| YTD | -62.8% | -29.6% | -33.1% | -55.8% |
| 1Y | -73.5% | -29.5% | -44.0% | -68.5% |
| 3Y | -29.1% | -8.1% | -20.9% | -31.7% |
| 5Y | -90.0% | -23.4% | -66.6% | -89.6% |
| All | -60.8% | +19.8% | -80.6% | -8.2% |
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 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