+608.0%
HWM vs QSR
+57.8%
+550.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +11.1% | -3.9% | +15.0% | +12.5% |
| 30D | +3.0% | +5.9% | -2.9% | +0.6% |
| 3M | -20.7% | +1.7% | -22.4% | -21.5% |
| 6M | -17.2% | -1.9% | -15.3% | -17.2% |
| YTD | +9.1% | +13.6% | -4.6% | +2.0% |
| 1Y | +9.0% | +13.1% | -4.1% | +2.0% |
| 3Y | +353.8% | +21.8% | +332.0% | +293.5% |
| 5Y | +608.0% | +57.2% | +550.8% | +383.0% |
| All | +608.0% | +57.8% | +550.3% | +383.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling