+1,474.6%
HWM vs FCUV
-98.2%
+1,572.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +136.0% | -137.0% | -1.4% |
| 7D | +7.3% | +148.8% | -141.5% | +6.9% |
| 30D | +1.6% | +95.0% | -93.5% | +1.3% |
| 3M | -21.9% | +27.8% | -49.7% | -22.1% |
| 6M | -19.0% | +121.0% | -140.0% | -19.9% |
| YTD | +7.9% | -78.1% | +86.1% | +7.0% |
| 1Y | +9.9% | -94.3% | +104.2% | +9.2% |
| 3Y | +342.1% | -98.9% | +441.1% | +338.8% |
| 5Y | +600.8% | -99.7% | +700.5% | +596.1% |
| All | +1,474.6% | -98.2% | +1,572.8% | +1,486.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling