-38.0%
QS vs THC
+33.0%
-71.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -5.0% | 0.0% | -4.9% | -4.9% |
| 30D | -18.3% | +1.5% | -19.8% | -18.2% |
| 3M | -26.0% | +59.9% | -85.9% | -26.4% |
| 6M | -24.0% | +11.0% | -35.0% | -20.8% |
| YTD | -50.3% | +32.6% | -82.9% | -49.6% |
| 1Y | -38.0% | +37.4% | -75.3% | -35.3% |
| All | -38.0% | +33.0% | -71.0% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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