+1,516.2%
HWM vs FE
+110.9%
+1,405.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | -1.8% | -0.5% | -1.2% | -1.6% |
| 30D | -2.7% | +4.3% | -7.0% | -4.3% |
| 3M | -22.7% | +0.4% | -23.1% | -22.9% |
| 6M | -18.9% | +6.9% | -25.9% | -21.3% |
| YTD | +7.1% | +8.0% | -0.9% | +3.6% |
| 1Y | +4.7% | +4.8% | -0.2% | +2.4% |
| 3Y | +345.6% | +49.0% | +296.6% | +270.7% |
| 5Y | +588.3% | +46.2% | +542.1% | +472.2% |
| 10Y | +1,516.2% | +120.9% | +1,395.3% | +1,305.4% |
| All | +1,516.2% | +110.9% | +1,405.3% | +1,305.4% |
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