+1,524.1%
HWM vs FFIV
+126.1%
+1,398.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +3.4% | -8.1% | +11.5% | +7.2% |
| 30D | -7.5% | -33.4% | +25.8% | +8.5% |
| 3M | -28.9% | -24.7% | -4.1% | -21.7% |
| 6M | -19.6% | -8.8% | -10.8% | -20.1% |
| YTD | +0.6% | +21.8% | -21.2% | -15.4% |
| 1Y | +0.3% | +25.3% | -25.0% | -17.2% |
| 3Y | +326.1% | +101.2% | +225.0% | +163.7% |
| 5Y | +525.2% | +40.2% | +485.0% | +358.0% |
| All | +1,524.1% | +126.1% | +1,398.0% | +713.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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