+1,524.1%
HWM vs FE
+107.4%
+1,416.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -7.5% | +5.2% | -12.7% | -9.3% |
| 3M | -28.9% | 0.0% | -28.9% | -28.9% |
| 6M | -19.6% | +5.0% | -24.7% | -21.3% |
| YTD | +0.6% | +7.9% | -7.3% | -2.6% |
| 1Y | +0.3% | +6.3% | -6.0% | -2.3% |
| 3Y | +326.1% | +46.0% | +280.1% | +258.7% |
| 5Y | +525.2% | +45.6% | +479.5% | +422.4% |
| All | +1,524.1% | +107.4% | +1,416.8% | +1,304.1% |
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