+160.4%
HQL price history and return analytics
+222.7%
-62.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | +5.6% | +2.9% | +2.8% | +3.1% |
| 30D | +6.3% | -2.5% | +8.8% | +8.8% |
| 3M | -11.2% | -3.3% | -7.9% | -8.4% |
| 6M | +7.7% | +1.5% | +6.2% | +6.1% |
| YTD | +19.9% | +11.4% | +8.6% | +8.8% |
| 1Y | +22.2% | +11.9% | +10.3% | +10.3% |
| 3Y | +125.2% | +73.9% | +51.4% | +36.4% |
| 5Y | +55.4% | +57.9% | -2.5% | +2.3% |
| All | +160.4% | +222.7% | -62.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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