+44.7%
HWM vs FCUV
-81.1%
+125.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.7% | +13.2% | -0.4% |
| 7D | -2.1% | +62.8% | -64.9% | -2.3% |
| 30D | -11.0% | +66.5% | -77.5% | -11.2% |
| 3M | +4.0% | +459.9% | -455.9% | +2.5% |
| 6M | -0.2% | -12.4% | +12.1% | -0.6% |
| YTD | +26.7% | -47.5% | +74.2% | +25.4% |
| 1Y | +44.7% | -80.5% | +125.2% | +39.6% |
| All | +44.7% | -81.1% | +125.8% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling