+617.0%
HWM vs FANG
+233.3%
+383.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | -12.5% | +1.2% | -13.7% | -12.8% |
| 30D | -19.0% | +2.4% | -21.4% | -19.5% |
| 3M | -8.6% | +5.1% | -13.7% | -10.1% |
| 6M | -10.2% | +16.4% | -26.6% | -15.3% |
| YTD | +11.3% | +39.0% | -27.6% | -1.0% |
| 1Y | +24.3% | +50.6% | -26.4% | +7.2% |
| 3Y | +382.3% | +46.9% | +335.3% | +308.8% |
| All | +617.0% | +233.3% | +383.7% | +341.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling