+1,559.5%
HWM vs FANG
+192.2%
+1,367.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -11.4% | +2.9% | -14.3% | -12.3% |
| 30D | -18.5% | +2.6% | -21.1% | -19.3% |
| 3M | -13.2% | +7.6% | -20.8% | -15.9% |
| 6M | -8.7% | +17.3% | -26.0% | -15.5% |
| YTD | +12.2% | +38.7% | -26.5% | -2.7% |
| 1Y | +24.9% | +51.6% | -26.7% | +4.4% |
| 3Y | +383.9% | +50.0% | +334.0% | +294.4% |
| 5Y | +646.1% | +237.6% | +408.6% | +327.7% |
| All | +1,559.5% | +192.2% | +1,367.3% | +693.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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