-71.3%
QS vs HRB
+16.9%
-88.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.4% | +3.1% | +8.1% |
| 7D | +4.5% | +16.0% | -11.6% | +6.7% |
| 30D | -4.1% | +32.1% | -36.2% | 0.0% |
| 3M | -22.1% | +21.5% | -43.6% | -19.6% |
| 6M | -38.4% | +82.1% | -120.5% | -30.1% |
| YTD | -57.5% | +31.6% | -89.1% | -52.8% |
| 1Y | -71.3% | +15.9% | -87.2% | -67.1% |
| All | -71.3% | +16.9% | -88.2% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling