-75.0%
QS vs HIG
+116.1%
-191.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.0% |
| 7D | -3.6% | -1.5% | -2.2% | -3.2% |
| 30D | -17.2% | -0.4% | -16.9% | -17.3% |
| 3M | -27.0% | +6.7% | -33.6% | -29.6% |
| 6M | -24.6% | +2.0% | -26.5% | -26.3% |
| YTD | -49.3% | +0.3% | -49.6% | -50.3% |
| 1Y | -40.3% | +4.2% | -44.5% | -42.8% |
| 3Y | -23.8% | +102.2% | -126.0% | -55.3% |
| All | -75.0% | +116.1% | -191.1% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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