+1,547.2%
HWM vs QSR
+133.2%
+1,413.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -12.5% | -4.7% | -7.8% | -10.2% |
| 30D | -19.0% | +4.3% | -23.3% | -20.9% |
| 3M | -8.6% | +5.4% | -14.1% | -11.8% |
| 6M | -10.2% | +8.2% | -18.3% | -14.9% |
| YTD | +11.3% | +14.1% | -2.8% | +1.5% |
| 1Y | +24.3% | +28.1% | -3.8% | +5.3% |
| 3Y | +382.3% | +25.3% | +357.0% | +299.5% |
| 5Y | +640.6% | +40.4% | +600.2% | +463.6% |
| All | +1,547.2% | +133.2% | +1,413.9% | +994.1% |
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