+1,193.0%
HWM vs QS
-62.6%
+1,255.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.1% | -0.8% |
| 7D | +7.3% | -14.0% | +21.3% | +8.0% |
| 30D | +1.6% | -6.4% | +7.9% | +1.8% |
| 3M | -21.9% | -40.3% | +18.4% | -20.1% |
| 6M | -19.0% | -57.5% | +38.5% | -16.2% |
| YTD | +7.9% | -64.7% | +72.6% | +12.3% |
| 1Y | +9.9% | -72.9% | +82.8% | +15.7% |
| 3Y | +342.1% | -33.5% | +375.6% | +330.8% |
| 5Y | +600.8% | -90.5% | +691.3% | +602.1% |
| All | +1,193.0% | -62.6% | +1,255.6% | +1,241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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