+1,573.3%
HWM vs FANG
+184.6%
+1,388.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.2% | -10.9% | -10.8% |
| 7D | -9.2% | -1.7% | -7.4% | -8.6% |
| 30D | -17.9% | +6.8% | -24.6% | -19.8% |
| 3M | -6.0% | +1.3% | -7.3% | -7.1% |
| 6M | -7.4% | +11.8% | -19.2% | -12.8% |
| YTD | +13.1% | +35.1% | -22.0% | -1.0% |
| 1Y | +29.3% | +48.9% | -19.6% | +8.7% |
| 3Y | +389.9% | +42.8% | +347.1% | +306.2% |
| 5Y | +655.5% | +230.3% | +425.2% | +336.3% |
| All | +1,573.3% | +184.6% | +1,388.7% | +707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling