+542.4%
QQQ vs HWM
+1,503.5%
-961.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.4% | +11.1% | -4.8% | +3.5% |
| 30D | -7.5% | +3.0% | -10.4% | -8.4% |
| 3M | -4.8% | -20.7% | +15.9% | +0.4% |
| 6M | -2.5% | -17.2% | +14.7% | +1.4% |
| YTD | +12.4% | +9.1% | +3.3% | +8.0% |
| 1Y | +11.3% | +9.0% | +2.3% | +6.9% |
| 3Y | +85.0% | +353.8% | -268.9% | +20.9% |
| 5Y | +79.6% | +608.0% | -528.4% | +5.0% |
| All | +542.4% | +1,503.5% | -961.1% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling