+1,547.2%
HWM vs QID
-99.1%
+1,646.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.1% |
| 7D | -12.5% | +2.7% | -15.3% | -11.5% |
| 30D | -19.0% | +3.3% | -22.3% | -17.8% |
| 3M | -8.6% | -5.5% | -3.1% | -9.7% |
| 6M | -10.2% | -28.4% | +18.2% | -19.8% |
| YTD | +11.3% | -26.6% | +37.9% | +0.8% |
| 1Y | +24.3% | -34.1% | +58.4% | +8.7% |
| 3Y | +382.3% | -73.7% | +455.9% | +223.3% |
| 5Y | +640.6% | -80.7% | +721.3% | +408.1% |
| All | +1,547.2% | -99.1% | +1,646.2% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling