+44.7%
HWM vs QSR
+33.2%
+11.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -2.1% | +2.4% | -4.5% | -1.8% |
| 30D | -11.0% | +7.6% | -18.6% | -10.0% |
| 3M | +4.0% | +12.6% | -8.6% | +5.6% |
| 6M | -0.2% | +14.4% | -14.6% | +2.5% |
| YTD | +26.7% | +19.6% | +7.0% | +31.5% |
| 1Y | +44.7% | +33.9% | +10.8% | +59.5% |
| All | +44.7% | +33.2% | +11.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling