+389.9%
HWM vs QS
-19.7%
+409.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.0% | -12.7% | -10.8% |
| 7D | -9.2% | +2.2% | -11.4% | -9.3% |
| 30D | -17.9% | -8.1% | -9.8% | -17.5% |
| 3M | -6.0% | -27.0% | +21.0% | -4.7% |
| 6M | -7.4% | -16.4% | +9.1% | -7.1% |
| YTD | +13.1% | -46.4% | +59.5% | +15.8% |
| 1Y | +29.3% | -41.1% | +70.4% | +31.4% |
| 3Y | +389.9% | -18.6% | +408.5% | +360.0% |
| All | +389.9% | -19.7% | +409.6% | +360.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling