+1,352.0%
HWM vs FE
+107.8%
+1,244.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -5.9% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -13.3% | +6.4% | -19.7% | -15.3% |
| 3M | -31.0% | -0.5% | -30.6% | -31.0% |
| 6M | -17.1% | +4.7% | -21.9% | -18.8% |
| YTD | -1.9% | +8.4% | -10.2% | -5.1% |
| 1Y | -2.4% | +7.2% | -9.6% | -5.3% |
| 3Y | +322.2% | +44.9% | +277.3% | +256.8% |
| 5Y | +509.8% | +46.3% | +463.6% | +409.1% |
| 10Y | +1,453.8% | +110.3% | +1,343.5% | +1,241.2% |
| All | +1,352.0% | +107.8% | +1,244.2% | +1,159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling