+1,417.1%
HWM vs QS
-44.4%
+1,461.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | -11.0% | -0.7% | -10.3% | -11.0% |
| 3M | +4.0% | -39.6% | +43.7% | +6.2% |
| 6M | -0.2% | -21.7% | +21.5% | +0.4% |
| YTD | +26.7% | -47.4% | +74.1% | +29.6% |
| 1Y | +44.7% | -28.4% | +73.1% | +45.1% |
| 3Y | +426.1% | -22.6% | +448.7% | +409.0% |
| 5Y | +738.5% | -75.6% | +814.1% | +721.9% |
| All | +1,417.1% | -44.4% | +1,461.4% | +1,446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling