+741.5%
HWM vs FIVE
+31.2%
+710.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.4% |
| 7D | -2.1% | +4.3% | -6.4% | -3.0% |
| 30D | -11.0% | +12.5% | -23.5% | -13.3% |
| 3M | +4.0% | +31.2% | -27.2% | -1.8% |
| 6M | -0.2% | +14.4% | -14.6% | -3.9% |
| YTD | +26.7% | +33.9% | -7.2% | +18.1% |
| 1Y | +44.7% | +65.1% | -20.3% | +29.0% |
| 3Y | +426.1% | +49.0% | +377.1% | +359.1% |
| All | +741.5% | +31.2% | +710.2% | +642.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling