+1,773.8%
HWM vs FDS
+117.0%
+1,656.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.9% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | -11.0% | +9.0% | -20.0% | -14.4% |
| 3M | +4.0% | +18.9% | -14.8% | -5.0% |
| 6M | -0.2% | +35.1% | -35.4% | -15.9% |
| YTD | +26.7% | +5.5% | +21.2% | +19.1% |
| 1Y | +44.7% | -16.8% | +61.5% | +52.3% |
| 3Y | +426.1% | -28.1% | +454.2% | +492.2% |
| 5Y | +738.5% | -17.4% | +755.9% | +740.5% |
| All | +1,773.8% | +117.0% | +1,656.8% | +857.9% |
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