+1,516.2%
HWM vs FFIV
+126.0%
+1,390.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -1.8% | -4.2% | +2.4% | +0.2% |
| 30D | -2.7% | -33.9% | +31.2% | +14.7% |
| 3M | -22.7% | -22.6% | -0.1% | -16.0% |
| 6M | -18.9% | -10.4% | -8.6% | -18.6% |
| YTD | +7.1% | +24.3% | -17.2% | -10.8% |
| 1Y | +4.7% | +31.8% | -27.1% | -15.7% |
| 3Y | +345.6% | +99.5% | +246.1% | +177.6% |
| 5Y | +588.3% | +40.7% | +547.5% | +404.6% |
| 10Y | +1,516.2% | +126.9% | +1,389.3% | +710.3% |
| All | +1,516.2% | +126.0% | +1,390.2% | +710.3% |
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