+14.9%
HWM vs Q
+75.3%
-60.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.3% | -13.0% | -11.1% |
| 7D | -9.2% | +6.7% | -15.9% | -10.4% |
| 30D | -17.9% | -10.6% | -7.3% | -16.1% |
| 3M | -6.0% | -14.6% | +8.6% | -4.2% |
| 6M | -7.4% | +12.1% | -19.4% | -13.2% |
| YTD | +13.1% | +51.3% | -38.2% | -2.0% |
| All | +14.9% | +75.3% | -60.4% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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