+655.5%
HWM vs QID
-80.7%
+736.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.3% | -11.0% | -10.6% |
| 7D | -9.2% | -2.7% | -6.4% | -10.0% |
| 30D | -17.9% | +1.8% | -19.7% | -17.3% |
| 3M | -6.0% | -2.2% | -3.9% | -5.8% |
| 6M | -7.4% | -32.1% | +24.8% | -18.3% |
| YTD | +13.1% | -28.6% | +41.7% | +2.0% |
| 1Y | +29.3% | -36.3% | +65.6% | +12.6% |
| 3Y | +389.9% | -74.4% | +464.3% | +237.4% |
| 5Y | +655.5% | -80.8% | +736.3% | +431.8% |
| All | +655.5% | -80.7% | +736.2% | +431.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling