+563.0%
HWM vs QS
-88.0%
+651.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.8% | -1.7% | +4.5% |
| 7D | +1.6% | +13.7% | -12.1% | +0.5% |
| 30D | -3.9% | -0.2% | -3.7% | -4.1% |
| 3M | -23.2% | -24.8% | +1.6% | -21.6% |
| 6M | -20.0% | -39.4% | +19.4% | -17.5% |
| YTD | +5.7% | -56.1% | +61.8% | +11.4% |
| 1Y | +4.9% | -72.5% | +77.4% | +14.8% |
| 3Y | +347.0% | -16.3% | +363.3% | +305.9% |
| 5Y | +563.0% | -87.6% | +650.6% | +639.5% |
| All | +563.0% | -88.0% | +651.0% | +639.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling