-90.9%
QS vs XHB
+28.9%
-119.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -6.0% |
| 7D | -14.0% | -0.2% | -13.8% | -13.6% |
| 30D | -6.4% | +9.9% | -16.3% | -16.3% |
| 3M | -40.3% | -6.3% | -34.0% | -35.4% |
| 6M | -57.5% | +3.8% | -61.4% | -59.8% |
| YTD | -64.7% | +0.1% | -64.8% | -65.7% |
| 1Y | -72.9% | -0.8% | -72.1% | -73.6% |
| 3Y | -33.5% | +35.6% | -69.1% | -60.4% |
| All | -90.9% | +28.9% | -119.8% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling