+153.2%
QQQM vs HWM
+1,210.2%
-1,057.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.7% | +10.6% | +3.1% |
| 7D | +1.5% | -9.2% | +10.7% | +4.2% |
| 30D | -0.7% | -17.9% | +17.2% | +4.9% |
| 3M | +0.4% | -6.0% | +6.5% | +1.6% |
| 6M | +20.1% | -7.4% | +27.4% | +21.4% |
| YTD | +17.2% | +13.1% | +4.1% | +10.9% |
| 1Y | +24.7% | +29.3% | -4.6% | +12.7% |
| 3Y | +96.6% | +389.9% | -293.4% | +15.3% |
| 5Y | +95.0% | +655.5% | -560.5% | +2.0% |
| All | +153.2% | +1,210.2% | -1,057.0% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling