+1,523.0%
HWM vs FE
+105.3%
+1,417.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +3.0% |
| 7D | +3.3% | -1.0% | +4.3% | +3.7% |
| 30D | -7.6% | +4.1% | -11.8% | -9.1% |
| 3M | -28.9% | -1.0% | -27.9% | -28.7% |
| 6M | -19.7% | +4.0% | -23.7% | -21.1% |
| YTD | +0.5% | +6.8% | -6.3% | -2.3% |
| 1Y | +0.3% | +5.3% | -5.0% | -2.1% |
| 3Y | +325.8% | +44.6% | +281.3% | +259.7% |
| 5Y | +524.7% | +44.2% | +480.5% | +423.9% |
| All | +1,523.0% | +105.3% | +1,417.7% | +1,308.1% |
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