+577.9%
HWM vs FDS
-23.2%
+601.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +7.3% | +1.5% | +5.8% | +7.0% |
| 30D | +1.6% | +14.8% | -13.2% | -1.0% |
| 3M | -21.9% | +16.3% | -38.2% | -24.2% |
| 6M | -19.0% | +66.2% | -85.3% | -28.4% |
| YTD | +7.9% | +16.2% | -8.3% | +5.6% |
| 1Y | +9.9% | +21.8% | -11.9% | +5.0% |
| 3Y | +342.1% | -23.9% | +366.0% | +412.9% |
| All | +577.9% | -23.2% | +601.1% | +648.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling