+348.5%
HWM vs FFIV
+102.3%
+246.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.0% |
| 7D | +5.0% | -2.9% | +7.9% | +5.8% |
| 30D | +1.5% | -32.4% | +33.9% | +10.7% |
| 3M | -20.3% | -22.7% | +2.4% | -16.8% |
| 6M | -18.0% | -10.7% | -7.3% | -18.7% |
| YTD | +9.5% | +25.4% | -15.9% | -6.1% |
| 1Y | +7.5% | +34.2% | -26.7% | -10.9% |
| All | +348.5% | +102.3% | +246.2% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling