+741.5%
HWM vs FFIV
+91.3%
+650.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -2.1% | -1.0% | -1.2% | -1.9% |
| 30D | -11.0% | -5.1% | -5.9% | -9.5% |
| 3M | +4.0% | -4.5% | +8.5% | +5.1% |
| 6M | -0.2% | +36.5% | -36.7% | -13.5% |
| YTD | +26.7% | +53.0% | -26.3% | +3.1% |
| 1Y | +44.7% | +24.2% | +20.5% | +28.7% |
| 3Y | +426.1% | +137.2% | +288.9% | +236.3% |
| All | +741.5% | +91.3% | +650.2% | +474.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling