+1,387.4%
HWM vs FIVE
+542.2%
+845.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +3.3% | -0.3% | +3.6% | +3.2% |
| 30D | -7.6% | +17.7% | -25.3% | -11.8% |
| 3M | -28.9% | +4.0% | -32.9% | -30.2% |
| 6M | -19.7% | +2.6% | -22.3% | -21.6% |
| YTD | +0.5% | +27.6% | -27.0% | -8.4% |
| 1Y | +0.3% | +59.9% | -59.7% | -14.5% |
| 3Y | +325.8% | +35.8% | +290.1% | +253.7% |
| 5Y | +524.7% | +14.4% | +510.3% | +426.4% |
| 10Y | +1,491.8% | +576.1% | +915.6% | +647.9% |
| All | +1,387.4% | +542.2% | +845.3% | +603.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling