+35.8%
EQT vs HWM
+379.8%
-344.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | -1.2% | -12.5% | +11.3% | +2.2% |
| 30D | +1.1% | -19.0% | +20.1% | +6.5% |
| 3M | +4.8% | -8.6% | +13.4% | +6.3% |
| 6M | -10.6% | -10.2% | -0.4% | -9.6% |
| YTD | +3.4% | +11.3% | -7.9% | -3.8% |
| 1Y | +8.7% | +24.3% | -15.6% | -3.6% |
| All | +35.8% | +379.8% | -344.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling