-43.5%
QS vs XHB
+100.7%
-144.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +4.6% |
| 7D | +2.2% | +0.2% | +2.0% | +1.8% |
| 30D | -8.1% | -9.1% | +1.0% | +1.4% |
| 3M | -27.0% | -2.3% | -24.7% | -26.2% |
| 6M | -16.4% | -4.1% | -12.3% | -13.7% |
| YTD | -46.4% | -1.7% | -44.6% | -46.4% |
| 1Y | -41.1% | -15.1% | -26.0% | -30.9% |
| 3Y | -18.6% | +26.8% | -45.5% | -40.1% |
| 5Y | -73.0% | +37.3% | -110.4% | -82.7% |
| All | -43.5% | +100.7% | -144.2% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling