+741.5%
HWM vs FDS
-17.4%
+758.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.1% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | -11.0% | +9.0% | -20.0% | -12.5% |
| 3M | +4.0% | +18.9% | -14.8% | +0.1% |
| 6M | -0.2% | +35.1% | -35.4% | -7.7% |
| YTD | +26.7% | +5.5% | +21.2% | +26.3% |
| 1Y | +44.7% | -16.8% | +61.5% | +57.7% |
| 3Y | +426.1% | -28.1% | +454.2% | +505.7% |
| All | +741.5% | -17.4% | +758.8% | +918.2% |
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