+1,579.2%
HWM vs FDS
+135.1%
+1,444.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.2% |
| 7D | +1.6% | -5.0% | +6.5% | +3.3% |
| 30D | -3.9% | +13.8% | -17.7% | -9.1% |
| 3M | -23.2% | +14.8% | -38.1% | -28.2% |
| 6M | -20.0% | +47.4% | -67.4% | -34.6% |
| YTD | +5.7% | +14.2% | -8.4% | -4.4% |
| 1Y | +4.9% | +26.6% | -21.8% | -11.1% |
| 3Y | +347.0% | -24.4% | +371.4% | +392.8% |
| 5Y | +563.0% | -22.6% | +585.7% | +604.3% |
| 10Y | +1,579.2% | +130.0% | +1,449.2% | +729.9% |
| All | +1,579.2% | +135.1% | +1,444.0% | +729.9% |
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