+577.9%
HWM vs FFIV
+35.3%
+542.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.1% |
| 7D | +7.3% | -0.5% | +7.8% | +7.5% |
| 30D | +1.6% | -32.4% | +34.0% | +14.2% |
| 3M | -21.9% | -25.7% | +3.8% | -15.7% |
| 6M | -19.0% | -13.5% | -5.5% | -18.3% |
| YTD | +7.9% | +21.1% | -13.2% | -7.5% |
| 1Y | +9.9% | +29.4% | -19.5% | -8.9% |
| 3Y | +342.1% | +94.9% | +247.2% | +190.0% |
| All | +577.9% | +35.3% | +542.6% | +400.8% |
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