+1,474.6%
HWM vs FE
+126.1%
+1,348.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | +7.3% | +1.2% | +6.1% | +6.8% |
| 30D | +1.6% | +4.5% | -3.0% | -0.2% |
| 3M | -21.9% | +1.3% | -23.2% | -22.3% |
| 6M | -19.0% | +8.7% | -27.7% | -21.8% |
| YTD | +7.9% | +9.2% | -1.3% | +4.0% |
| 1Y | +9.9% | +7.0% | +3.0% | +6.7% |
| 3Y | +342.1% | +51.4% | +290.7% | +265.5% |
| 5Y | +600.8% | +47.7% | +553.1% | +480.3% |
| All | +1,474.6% | +126.1% | +1,348.5% | +1,255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling