+1,474.6%
HWM vs QSR
+137.6%
+1,337.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +7.3% | -2.9% | +10.2% | +8.9% |
| 30D | +1.6% | +4.1% | -2.6% | -1.1% |
| 3M | -21.9% | -0.7% | -21.2% | -22.1% |
| 6M | -19.0% | +0.4% | -19.5% | -20.3% |
| YTD | +7.9% | +13.5% | -5.6% | -2.0% |
| 1Y | +9.9% | +11.0% | -1.0% | +0.8% |
| 3Y | +342.1% | +22.0% | +320.1% | +269.7% |
| 5Y | +600.8% | +57.1% | +543.7% | +391.9% |
| All | +1,474.6% | +137.6% | +1,337.0% | +762.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling