+1,484.2%
HWM vs QID
-99.0%
+1,583.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.8% |
| 7D | -1.8% | +1.8% | -3.5% | -0.4% |
| 30D | -2.7% | +21.6% | -24.3% | +6.2% |
| 3M | -22.7% | +12.6% | -35.4% | -18.0% |
| 6M | -18.9% | +6.9% | -25.8% | -14.7% |
| YTD | +7.1% | -20.5% | +27.6% | +1.2% |
| 1Y | +4.7% | -18.1% | +22.8% | +0.5% |
| 3Y | +345.6% | -70.7% | +416.3% | +213.5% |
| 5Y | +588.3% | -77.2% | +665.5% | +409.0% |
| 10Y | +1,516.2% | -99.0% | +1,615.2% | +282.0% |
| All | +1,484.2% | -99.0% | +1,583.2% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling