+1,773.8%
HWM vs FE
+106.3%
+1,667.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -2.1% | +1.9% | -4.0% | -2.8% |
| 30D | -11.0% | -1.2% | -9.8% | -10.6% |
| 3M | +4.0% | +3.5% | +0.5% | +2.5% |
| 6M | -0.2% | -6.1% | +5.8% | +1.8% |
| YTD | +26.7% | +7.6% | +19.0% | +22.9% |
| 1Y | +44.7% | +11.9% | +32.8% | +38.2% |
| 3Y | +426.1% | +48.4% | +377.7% | +339.9% |
| 5Y | +738.5% | +44.8% | +693.7% | +602.7% |
| All | +1,773.8% | +106.3% | +1,667.5% | +1,530.3% |
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