-75.0%
QS vs XHB
+33.0%
-108.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | 0.0% |
| 7D | -3.6% | -4.6% | +1.0% | +1.9% |
| 30D | -17.2% | -9.1% | -8.1% | -7.4% |
| 3M | -27.0% | -8.6% | -18.4% | -19.7% |
| 6M | -24.6% | -4.0% | -20.5% | -22.1% |
| YTD | -49.3% | -3.9% | -45.4% | -48.3% |
| 1Y | -40.3% | -16.5% | -23.9% | -27.8% |
| 3Y | -23.8% | +22.6% | -46.4% | -47.6% |
| All | -75.0% | +33.0% | -108.1% | -85.1% |
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