-71.3%
QS vs USHY
+1.9%
-73.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +1.7% |
| 7D | +4.5% | -0.2% | +4.7% | +6.4% |
| 30D | -4.1% | +0.7% | -4.8% | -9.0% |
| 3M | -22.1% | -2.2% | -19.9% | -4.2% |
| 6M | -38.4% | -0.9% | -37.5% | -30.7% |
| YTD | -57.5% | +0.2% | -57.6% | -55.0% |
| 1Y | -71.3% | +1.7% | -73.0% | -74.4% |
| All | -71.3% | +1.9% | -73.2% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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