-62.8%
QS vs XHB
+104.4%
-167.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.9% |
| 7D | -14.0% | -0.2% | -13.8% | -13.7% |
| 30D | -6.4% | +9.9% | -16.3% | -15.2% |
| 3M | -40.3% | -6.3% | -34.0% | -35.9% |
| 6M | -57.5% | +3.8% | -61.4% | -59.4% |
| YTD | -64.7% | +0.1% | -64.8% | -65.4% |
| 1Y | -72.9% | -0.8% | -72.1% | -73.3% |
| 3Y | -33.5% | +35.6% | -69.1% | -54.6% |
| 5Y | -90.5% | +29.6% | -120.1% | -93.9% |
| All | -62.8% | +104.4% | -167.2% | -73.5% |
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