+547.4%
HWM vs FGI
-70.6%
+618.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +3.3% | -7.0% | +10.3% | +3.4% |
| 30D | -7.6% | -4.2% | -3.4% | -7.6% |
| 3M | -28.9% | +55.6% | -84.5% | -29.9% |
| 6M | -19.7% | -3.2% | -16.5% | -20.4% |
| YTD | +0.5% | +29.1% | -28.6% | -1.8% |
| 1Y | +0.3% | +51.0% | -50.7% | -2.6% |
| 3Y | +325.8% | +1.5% | +324.3% | +309.9% |
| All | +547.4% | -70.6% | +618.0% | +544.2% |
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