+1,490.9%
HWM vs FIVE
+505.3%
+985.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +11.1% | +2.4% | +8.7% | +10.4% |
| 30D | +3.0% | +15.8% | -12.9% | -1.2% |
| 3M | -20.7% | +3.8% | -24.5% | -22.0% |
| 6M | -17.2% | +18.5% | -35.7% | -22.3% |
| YTD | +9.1% | +31.2% | -22.2% | -1.3% |
| 1Y | +9.0% | +61.8% | -52.8% | -7.3% |
| 3Y | +353.8% | +39.9% | +314.0% | +274.1% |
| 5Y | +608.0% | +18.3% | +589.7% | +491.2% |
| All | +1,490.9% | +505.3% | +985.6% | +696.0% |
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