+70.6%
EQT vs HWM
+1,323.5%
-1,253.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.7% | +10.6% | +3.3% |
| 7D | -0.8% | -9.2% | +8.3% | +1.9% |
| 30D | +6.6% | -17.9% | +24.5% | +13.0% |
| 3M | +4.4% | -6.0% | +10.4% | +5.4% |
| 6M | -10.5% | -7.4% | -3.2% | -10.0% |
| YTD | +3.7% | +13.1% | -9.4% | -2.9% |
| 1Y | +9.9% | +29.3% | -19.4% | -2.1% |
| 3Y | +35.4% | +389.9% | -354.6% | -24.1% |
| 5Y | +189.2% | +655.5% | -466.4% | +41.0% |
| All | +70.6% | +1,323.5% | -1,253.0% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling