+390.3%
HWM vs QSR
+25.9%
+364.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -8.0% | -2.4% | -5.7% | -7.6% |
| 30D | -18.0% | +5.7% | -23.7% | -18.7% |
| 3M | -9.5% | +6.9% | -16.4% | -10.6% |
| 6M | -8.4% | +6.9% | -15.3% | -9.7% |
| YTD | +13.6% | +14.9% | -1.3% | +10.2% |
| 1Y | +30.2% | +29.1% | +1.1% | +21.9% |
| All | +390.3% | +25.9% | +364.4% | +343.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling