+1,387.4%
HWM vs FDS
+135.6%
+1,251.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +3.8% |
| 7D | +3.3% | -0.5% | +3.8% | +3.3% |
| 30D | -7.6% | +20.2% | -27.8% | -14.4% |
| 3M | -28.9% | +19.9% | -48.8% | -34.7% |
| 6M | -19.7% | +56.2% | -75.8% | -36.0% |
| YTD | +0.5% | +14.6% | -14.0% | -9.2% |
| 1Y | +0.3% | +31.6% | -31.3% | -16.8% |
| 3Y | +325.8% | -23.8% | +349.7% | +367.6% |
| 5Y | +524.7% | -22.6% | +547.3% | +563.8% |
| 10Y | +1,491.8% | +139.3% | +1,352.4% | +682.5% |
| All | +1,387.4% | +135.6% | +1,251.8% | +630.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling