+346.7%
HWM vs FDS
-23.5%
+370.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +11.1% | -2.6% | +13.7% | +11.2% |
| 30D | +3.0% | +14.1% | -11.1% | +2.4% |
| 3M | -20.7% | +19.8% | -40.5% | -21.3% |
| 6M | -17.2% | +55.0% | -72.2% | -19.6% |
| YTD | +9.1% | +15.9% | -6.8% | +11.7% |
| 1Y | +9.0% | +24.2% | -15.2% | +9.0% |
| All | +346.7% | -23.5% | +370.2% | +423.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling