+1,579.2%
HWM vs FFIV
+132.4%
+1,446.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.8% | +4.1% |
| 7D | +1.6% | -2.1% | +3.7% | +2.7% |
| 30D | -3.9% | -33.8% | +29.8% | +13.2% |
| 3M | -23.2% | -20.6% | -2.6% | -17.6% |
| 6M | -20.0% | -10.2% | -9.7% | -19.7% |
| YTD | +5.7% | +24.5% | -18.8% | -12.0% |
| 1Y | +4.9% | +29.3% | -24.4% | -14.6% |
| 3Y | +347.0% | +103.8% | +243.2% | +175.4% |
| 5Y | +563.0% | +40.9% | +522.1% | +386.0% |
| 10Y | +1,579.2% | +126.6% | +1,452.6% | +746.5% |
| All | +1,579.2% | +132.4% | +1,446.7% | +746.5% |
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