+441.1%
HWM vs FE
+49.5%
+391.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | -11.0% | -1.2% | -9.8% | -10.9% |
| 3M | +4.0% | +3.5% | +0.5% | +3.6% |
| 6M | -0.2% | -6.1% | +5.8% | +0.4% |
| YTD | +26.7% | +7.6% | +19.0% | +26.2% |
| 1Y | +44.7% | +11.9% | +32.8% | +44.0% |
| All | +441.1% | +49.5% | +391.6% | +412.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling