+390.3%
HWM vs FCUV
-99.2%
+489.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +0.5% |
| 7D | -8.0% | -63.8% | +55.7% | -7.6% |
| 30D | -18.0% | -14.7% | -3.3% | -18.0% |
| 3M | -9.5% | +65.3% | -74.8% | -10.9% |
| 6M | -8.4% | -68.5% | +60.1% | -9.0% |
| YTD | +13.6% | -83.0% | +96.7% | +13.2% |
| 1Y | +30.2% | -94.4% | +124.7% | +30.3% |
| All | +390.3% | -99.2% | +489.5% | +401.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling