-47.7%
QS vs XHB
+93.0%
-140.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +1.7% |
| 7D | -5.0% | -5.2% | +0.3% | +0.5% |
| 30D | -18.3% | -12.1% | -6.2% | -6.4% |
| 3M | -26.0% | -6.2% | -19.8% | -21.6% |
| 6M | -24.0% | -6.7% | -17.3% | -19.2% |
| YTD | -50.3% | -5.5% | -44.8% | -48.3% |
| 1Y | -38.0% | -15.6% | -22.3% | -27.0% |
| 3Y | -24.6% | +22.0% | -46.6% | -42.2% |
| 5Y | -75.4% | +31.8% | -107.3% | -83.6% |
| All | -47.7% | +93.0% | -140.7% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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