+1,463.9%
HWM vs QID
-99.0%
+1,562.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -6.8% | +11.9% | +2.4% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | -3.9% | +20.1% | -24.0% | +4.4% |
| 3M | -23.2% | +11.8% | -35.1% | -18.7% |
| 6M | -20.0% | +5.5% | -25.5% | -16.2% |
| YTD | +5.7% | -21.5% | +27.2% | -0.6% |
| 1Y | +4.9% | -22.6% | +27.5% | -1.5% |
| 3Y | +347.0% | -72.3% | +419.3% | +207.7% |
| 5Y | +563.0% | -76.9% | +639.9% | +393.9% |
| 10Y | +1,579.2% | -99.0% | +1,678.2% | +294.5% |
| All | +1,463.9% | -99.0% | +1,562.9% | +267.7% |
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