+715.6%
HWM vs FGI
-70.4%
+786.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -11.0% | +65.4% | -76.4% | -12.3% |
| 3M | +4.0% | +23.5% | -19.5% | +2.9% |
| 6M | -0.2% | +60.5% | -60.8% | -2.7% |
| YTD | +26.7% | +30.0% | -3.3% | +23.8% |
| 1Y | +44.7% | +82.1% | -37.3% | +39.1% |
| 3Y | +426.1% | -4.4% | +430.5% | +408.9% |
| All | +715.6% | -70.4% | +786.0% | +712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling