+96.4%
QQQM vs HWM
+638.1%
-541.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.6% |
| 7D | -0.6% | -11.4% | +10.9% | +3.6% |
| 30D | -1.2% | -18.5% | +17.3% | +5.8% |
| 3M | -0.1% | -13.2% | +13.1% | +4.3% |
| 6M | +18.0% | -8.7% | +26.6% | +20.0% |
| YTD | +16.7% | +12.2% | +4.5% | +8.8% |
| 1Y | +23.0% | +24.9% | -1.9% | +9.5% |
| 3Y | +93.3% | +383.9% | -290.6% | -8.1% |
| All | +96.4% | +638.1% | -541.7% | -23.9% |
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