+589.6%
HWM vs FGI
-70.0%
+659.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.8% | -4.1% | +2.3% | -1.7% |
| 30D | -2.7% | -3.4% | +0.7% | -2.7% |
| 3M | -22.7% | +61.8% | -84.5% | -23.9% |
| 6M | -18.9% | +17.0% | -36.0% | -19.9% |
| YTD | +7.1% | +31.4% | -24.3% | +4.6% |
| 1Y | +4.7% | +42.7% | -38.0% | +1.8% |
| 3Y | +345.6% | -0.1% | +345.7% | +330.1% |
| All | +589.6% | -70.0% | +659.6% | +586.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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