+2.2%
HWM vs Q
+66.4%
-64.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +1.0% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | -7.6% | -9.8% | +2.2% | -5.7% |
| 3M | -28.9% | -12.2% | -16.7% | -27.2% |
| 6M | -19.7% | -21.6% | +2.0% | -17.1% |
| YTD | +0.5% | +43.6% | -43.0% | -12.0% |
| 1Y | +0.3% | +25.7% | -25.4% | -10.7% |
| All | +2.2% | +66.4% | -64.2% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling