+1,182.6%
HWM vs QS
-54.8%
+1,237.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.4% |
| 7D | -1.8% | +8.0% | -9.8% | -2.1% |
| 30D | -2.7% | -2.8% | +0.1% | -2.6% |
| 3M | -22.7% | -28.1% | +5.4% | -21.7% |
| 6M | -18.9% | -41.0% | +22.0% | -17.4% |
| YTD | +7.1% | -57.3% | +64.4% | +10.5% |
| 1Y | +4.7% | -72.7% | +77.3% | +10.1% |
| 3Y | +345.6% | -18.6% | +364.2% | +330.2% |
| 5Y | +588.3% | -87.0% | +675.3% | +583.0% |
| All | +1,182.6% | -54.8% | +1,237.4% | +1,218.8% |
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