+7.5%
HWM vs Q
+28.9%
-21.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.7% |
| 7D | +5.0% | +6.6% | -1.6% | +3.3% |
| 30D | +1.5% | +2.7% | -1.2% | +0.7% |
| 3M | -20.3% | -8.4% | -11.9% | -19.2% |
| 6M | -18.0% | -17.3% | -0.7% | -16.3% |
| YTD | +9.5% | +55.3% | -45.8% | -7.2% |
| 1Y | +7.5% | +31.5% | -24.0% | -6.1% |
| All | +7.5% | +28.9% | -21.4% | -6.1% |
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