-43.5%
QS vs HIG
+263.5%
-307.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.5% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | -8.1% | -4.9% | -3.2% | -6.9% |
| 3M | -27.0% | +6.8% | -33.8% | -29.1% |
| 6M | -16.4% | -1.7% | -14.8% | -16.8% |
| YTD | -46.4% | -0.2% | -46.1% | -47.1% |
| 1Y | -41.1% | +5.7% | -46.8% | -43.2% |
| 3Y | -18.6% | +100.3% | -118.9% | -41.2% |
| 5Y | -73.0% | +118.5% | -191.5% | -81.1% |
| All | -43.5% | +263.5% | -307.0% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling