+9.0%
HWM vs QID
-21.0%
+30.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.2% |
| 7D | +11.1% | -11.8% | +22.9% | +7.4% |
| 30D | +3.0% | +14.2% | -11.3% | +7.4% |
| 3M | -20.7% | +8.8% | -29.5% | -18.2% |
| 6M | -17.2% | +1.5% | -18.7% | -16.3% |
| YTD | +9.1% | -23.8% | +32.8% | -2.1% |
| 1Y | +9.0% | -22.0% | +31.0% | -1.9% |
| All | +9.0% | -21.0% | +30.0% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling