+1,559.5%
HWM vs FCUV
-98.6%
+1,658.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.7% |
| 7D | -11.4% | -66.5% | +55.0% | -11.3% |
| 30D | -18.5% | +5.0% | -23.4% | -18.5% |
| 3M | -13.2% | +63.8% | -77.0% | -13.9% |
| 6M | -8.7% | -67.8% | +59.2% | -9.3% |
| YTD | +12.2% | -82.4% | +94.6% | +11.5% |
| 1Y | +24.9% | -94.7% | +119.6% | +24.3% |
| 3Y | +383.9% | -99.3% | +483.2% | +381.3% |
| 5Y | +646.1% | -99.9% | +746.0% | +642.6% |
| All | +1,559.5% | -98.6% | +1,658.0% | +1,575.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling