+1,581.2%
HWM vs FDS
+100.6%
+1,480.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.8% |
| 7D | -8.0% | -8.8% | +0.7% | -4.6% |
| 30D | -18.0% | -1.4% | -16.6% | -17.9% |
| 3M | -9.5% | +13.9% | -23.4% | -16.0% |
| 6M | -8.4% | +27.4% | -35.8% | -21.0% |
| YTD | +13.6% | -2.5% | +16.1% | +10.4% |
| 1Y | +30.2% | -23.8% | +54.0% | +42.3% |
| 3Y | +392.2% | -32.5% | +424.7% | +466.8% |
| 5Y | +645.2% | -23.2% | +668.4% | +668.3% |
| All | +1,581.2% | +100.6% | +1,480.6% | +787.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling