+9.9%
HWM vs QSR
+12.9%
-3.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +7.3% | -2.9% | +10.2% | +7.0% |
| 30D | +1.6% | +4.1% | -2.6% | +1.7% |
| 3M | -21.9% | -0.7% | -21.2% | -21.8% |
| 6M | -19.0% | +0.4% | -19.5% | -19.0% |
| YTD | +7.9% | +13.5% | -5.6% | +10.7% |
| 1Y | +9.9% | +11.0% | -1.0% | +12.7% |
| All | +9.9% | +12.9% | -3.0% | +12.7% |
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