+9.1%
EQT vs HWM
+23.9%
-14.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -1.2% | -12.5% | +11.3% | -1.3% |
| 30D | +1.1% | -19.0% | +20.1% | +0.6% |
| 3M | +4.8% | -8.6% | +13.4% | +4.8% |
| 6M | -10.6% | -10.2% | -0.4% | -10.4% |
| YTD | +3.4% | +11.3% | -7.9% | +1.2% |
| All | +9.1% | +23.9% | -14.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling