+595.1%
HWM vs FGI
-74.8%
+669.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -25.2% | +24.2% | -0.7% |
| 7D | +7.3% | -14.4% | +21.7% | +7.5% |
| 30D | +1.6% | -11.8% | +13.3% | +1.7% |
| 3M | -21.9% | -46.2% | +24.4% | -21.4% |
| 6M | -19.0% | +5.2% | -24.2% | -19.9% |
| YTD | +7.9% | +10.5% | -2.6% | +5.7% |
| 1Y | +9.9% | +25.5% | -15.6% | +7.1% |
| 3Y | +342.1% | -16.0% | +358.1% | +327.6% |
| All | +595.1% | -74.8% | +669.9% | +592.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling