+1,773.8%
HWM vs QSR
+144.4%
+1,629.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | +2.4% | -4.5% | -3.3% |
| 30D | -11.0% | +7.6% | -18.6% | -14.6% |
| 3M | +4.0% | +12.6% | -8.6% | -3.1% |
| 6M | -0.2% | +14.4% | -14.6% | -8.5% |
| YTD | +26.7% | +19.6% | +7.0% | +12.5% |
| 1Y | +44.7% | +33.9% | +10.8% | +19.6% |
| 3Y | +426.1% | +27.1% | +399.0% | +333.2% |
| 5Y | +738.5% | +48.5% | +690.0% | +518.1% |
| All | +1,773.8% | +144.4% | +1,629.4% | +1,112.8% |
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