+1,520.0%
HWM vs FCUV
-99.2%
+1,619.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +2.2% |
| 7D | +5.0% | -4.7% | +9.6% | +5.0% |
| 30D | +1.5% | -23.2% | +24.7% | +1.6% |
| 3M | -20.3% | -49.2% | +28.8% | -20.2% |
| 6M | -18.0% | -9.2% | -8.8% | -18.6% |
| YTD | +9.5% | -90.6% | +100.1% | +9.0% |
| 1Y | +7.5% | -97.9% | +105.4% | +7.2% |
| 3Y | +355.7% | -99.5% | +455.2% | +353.9% |
| 5Y | +610.2% | -99.9% | +710.1% | +608.0% |
| 10Y | +1,516.8% | -99.2% | +1,616.0% | +1,535.3% |
| All | +1,520.0% | -99.2% | +1,619.3% | +1,538.6% |
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 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