-28.4%
QS vs HRB
+1.1%
-29.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.5% | -0.2% |
| 7D | -2.3% | -5.7% | +3.3% | -3.4% |
| 30D | -0.7% | +7.9% | -8.6% | +1.2% |
| 3M | -39.6% | +32.1% | -71.8% | -35.0% |
| 6M | -21.7% | +62.2% | -84.0% | -12.8% |
| YTD | -47.4% | +16.4% | -63.8% | -40.8% |
| 1Y | -28.4% | -0.3% | -28.1% | -17.3% |
| All | -28.4% | +1.1% | -29.4% | -17.3% |
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