+4.4%
HWM vs FDS
+31.1%
-26.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -3.9% |
| 7D | +9.4% | +9.4% | 0.0% | +10.6% |
| 30D | -7.0% | +23.8% | -30.8% | -4.7% |
| 3M | -25.9% | +25.1% | -51.0% | -23.7% |
| 6M | -10.8% | +53.8% | -64.6% | -5.2% |
| YTD | +4.3% | +19.6% | -15.2% | +6.9% |
| 1Y | +4.4% | +31.6% | -27.3% | +7.8% |
| All | +4.4% | +31.1% | -26.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling