+94.4%
QQQ vs HWM
+655.8%
-561.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.7% | +10.6% | +3.8% |
| 7D | +1.5% | -9.2% | +10.7% | +4.8% |
| 30D | -0.6% | -17.9% | +17.2% | +6.2% |
| 3M | +0.4% | -6.0% | +6.5% | +1.7% |
| 6M | +20.1% | -7.4% | +27.4% | +21.5% |
| YTD | +17.2% | +13.1% | +4.1% | +9.0% |
| 1Y | +24.7% | +29.3% | -4.6% | +9.4% |
| 3Y | +96.2% | +389.9% | -293.7% | -7.2% |
| 5Y | +94.4% | +655.5% | -561.1% | -25.4% |
| All | +94.4% | +655.8% | -561.4% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling