+1,524.1%
HWM vs FIVE
+563.4%
+960.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.3% |
| 30D | -7.5% | +17.7% | -25.2% | -11.7% |
| 3M | -28.9% | +4.0% | -32.9% | -30.2% |
| 6M | -19.6% | +2.6% | -22.2% | -21.6% |
| YTD | +0.6% | +27.6% | -27.0% | -8.3% |
| 1Y | +0.3% | +59.9% | -59.6% | -14.5% |
| 3Y | +326.1% | +35.8% | +290.4% | +253.9% |
| 5Y | +525.2% | +14.4% | +510.8% | +426.8% |
| All | +1,524.1% | +563.4% | +960.7% | +693.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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