+536.9%
HWM vs FE
+42.2%
+494.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.9% |
| 7D | +3.3% | -1.0% | +4.3% | +3.6% |
| 30D | -7.6% | +4.1% | -11.8% | -8.7% |
| 3M | -28.9% | -1.0% | -27.9% | -28.8% |
| 6M | -19.7% | +4.0% | -23.7% | -20.8% |
| YTD | +0.5% | +6.8% | -6.3% | -1.6% |
| 1Y | +0.3% | +5.3% | -5.0% | -1.5% |
| 3Y | +325.8% | +44.6% | +281.3% | +264.6% |
| All | +536.9% | +42.2% | +494.7% | +418.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling