+640.6%
HWM vs FCUV
-99.9%
+740.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -12.5% | -72.0% | +59.5% | -11.9% |
| 30D | -19.0% | -8.0% | -11.0% | -19.1% |
| 3M | -8.6% | +66.3% | -74.9% | -10.9% |
| 6M | -10.2% | -75.3% | +65.1% | -10.6% |
| YTD | +11.3% | -83.0% | +94.3% | +11.1% |
| 1Y | +24.3% | -94.7% | +118.9% | +25.4% |
| 3Y | +382.3% | -99.3% | +481.5% | +399.8% |
| 5Y | +640.6% | -99.9% | +740.5% | +710.9% |
| All | +640.6% | -99.9% | +740.5% | +710.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling