+645.2%
HWM vs QS
-74.8%
+720.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.6% | +7.1% | +1.0% |
| 7D | -8.0% | -4.2% | -3.8% | -7.8% |
| 30D | -18.0% | -15.7% | -2.3% | -17.0% |
| 3M | -9.5% | -28.7% | +19.2% | -7.6% |
| 6M | -8.4% | -23.2% | +14.9% | -7.4% |
| YTD | +13.6% | -49.9% | +63.5% | +18.4% |
| 1Y | +30.2% | -38.8% | +69.0% | +32.2% |
| 3Y | +392.2% | -24.0% | +416.2% | +358.3% |
| 5Y | +645.2% | -75.6% | +720.8% | +636.4% |
| All | +645.2% | -74.8% | +720.0% | +636.4% |
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