-46.7%
QS vs USHY
+34.7%
-81.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | -3.6% | -0.7% | -3.0% | -0.7% |
| 30D | -17.2% | -0.7% | -16.6% | -14.6% |
| 3M | -27.0% | +0.1% | -27.0% | -26.5% |
| 6M | -24.6% | +1.8% | -26.3% | -28.3% |
| YTD | -49.3% | +1.8% | -51.1% | -51.6% |
| 1Y | -40.3% | +3.3% | -43.6% | -45.6% |
| 3Y | -23.8% | +27.0% | -50.8% | -67.7% |
| 5Y | -75.0% | +21.0% | -96.0% | -86.1% |
| All | -46.7% | +34.7% | -81.4% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling