+347.0%
HWM vs FIVE
+42.1%
+304.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +4.3% |
| 7D | +1.6% | +6.2% | -4.6% | +0.8% |
| 30D | -3.9% | +18.2% | -22.1% | -5.9% |
| 3M | -23.2% | +3.8% | -27.1% | -23.8% |
| 6M | -20.0% | +13.7% | -33.7% | -21.8% |
| YTD | +5.7% | +34.7% | -29.0% | +0.7% |
| 1Y | +4.9% | +66.6% | -61.8% | -3.0% |
| 3Y | +347.0% | +44.3% | +302.7% | +291.2% |
| All | +347.0% | +42.1% | +304.9% | +291.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling