+29.3%
HWM vs FDS
-20.8%
+50.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.3% | -6.4% | -11.2% |
| 7D | -9.2% | -5.4% | -3.8% | -9.8% |
| 30D | -17.9% | +1.6% | -19.4% | -17.6% |
| 3M | -6.0% | +17.7% | -23.8% | -3.7% |
| 6M | -7.4% | +29.1% | -36.4% | -3.6% |
| YTD | +13.1% | +1.0% | +12.1% | +13.5% |
| 1Y | +29.3% | -21.6% | +50.9% | +22.8% |
| All | +29.3% | -20.8% | +50.1% | +22.8% |
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