+190.8%
EQT vs HWM
+638.1%
-447.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.9% |
| 7D | -2.0% | -11.4% | +9.4% | +2.3% |
| 30D | 0.0% | -18.5% | +18.5% | +7.5% |
| 3M | +5.9% | -13.2% | +19.1% | +10.7% |
| 6M | -14.8% | -8.7% | -6.1% | -14.0% |
| YTD | +1.8% | +12.2% | -10.4% | -7.2% |
| 1Y | +7.4% | +24.9% | -17.6% | -7.6% |
| 3Y | +33.6% | +383.9% | -350.3% | -44.6% |
| All | +190.8% | +638.1% | -447.3% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling