-75.5%
QS vs USHY
+20.9%
-96.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | +1.5% |
| 7D | -5.0% | -0.7% | -4.2% | -1.6% |
| 30D | -18.3% | -0.5% | -17.8% | -16.1% |
| 3M | -26.0% | +0.5% | -26.5% | -27.0% |
| 6M | -24.0% | +1.5% | -25.5% | -27.2% |
| YTD | -50.3% | +1.7% | -52.0% | -52.6% |
| 1Y | -38.0% | +3.5% | -41.5% | -44.4% |
| 3Y | -24.6% | +27.2% | -51.8% | -69.8% |
| All | -75.5% | +20.9% | -96.4% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling