-41.5%
QS vs HRB
-6.7%
-34.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.9% |
| 7D | -5.0% | -12.2% | +7.2% | -7.7% |
| 30D | -18.3% | -3.0% | -15.3% | -18.4% |
| 3M | -26.0% | +21.7% | -47.7% | -20.7% |
| 6M | -24.0% | +52.3% | -76.4% | -14.5% |
| YTD | -50.3% | +6.5% | -56.8% | -48.5% |
| All | -41.5% | -6.7% | -34.8% | -44.4% |
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