+577.9%
HWM vs FIVE
+16.7%
+561.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +7.3% | +2.7% | +4.6% | +6.8% |
| 30D | +1.6% | +12.7% | -11.1% | -0.7% |
| 3M | -21.9% | +2.1% | -23.9% | -22.5% |
| 6M | -19.0% | +17.5% | -36.5% | -22.3% |
| YTD | +7.9% | +31.0% | -23.0% | +0.9% |
| 1Y | +9.9% | +67.7% | -57.8% | -2.3% |
| 3Y | +342.1% | +43.4% | +298.8% | +289.5% |
| All | +577.9% | +16.7% | +561.2% | +517.3% |
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 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