+1,573.3%
HWM vs FDS
+107.7%
+1,465.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.3% | -6.4% | -9.0% |
| 7D | -9.2% | -5.4% | -3.8% | -7.0% |
| 30D | -17.9% | +1.6% | -19.4% | -18.6% |
| 3M | -6.0% | +17.7% | -23.8% | -13.9% |
| 6M | -7.4% | +29.1% | -36.4% | -20.4% |
| YTD | +13.1% | +1.0% | +12.1% | +8.4% |
| 1Y | +29.3% | -21.6% | +50.9% | +40.0% |
| 3Y | +389.9% | -30.1% | +420.0% | +456.7% |
| 5Y | +655.5% | -20.7% | +676.3% | +670.3% |
| All | +1,573.3% | +107.7% | +1,465.7% | +771.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling