+1,573.3%
HWM vs QSR
+138.6%
+1,434.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.4% | -8.3% | -9.4% |
| 7D | -9.2% | +0.1% | -9.2% | -9.1% |
| 30D | -17.9% | +5.9% | -23.8% | -20.4% |
| 3M | -6.0% | +10.5% | -16.5% | -11.5% |
| 6M | -7.4% | +7.7% | -15.1% | -12.0% |
| YTD | +13.1% | +16.8% | -3.7% | +1.9% |
| 1Y | +29.3% | +30.9% | -1.6% | +8.3% |
| 3Y | +389.9% | +28.2% | +361.7% | +301.0% |
| 5Y | +655.5% | +45.0% | +610.6% | +464.9% |
| All | +1,573.3% | +138.6% | +1,434.7% | +998.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling