+1,773.8%
HWM vs FIVE
+574.0%
+1,199.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.9% |
| 7D | -2.1% | +4.3% | -6.4% | -3.4% |
| 30D | -11.0% | +12.5% | -23.5% | -14.3% |
| 3M | +4.0% | +31.2% | -27.2% | -4.4% |
| 6M | -0.2% | +14.4% | -14.6% | -5.7% |
| YTD | +26.7% | +33.9% | -7.2% | +14.2% |
| 1Y | +44.7% | +65.1% | -20.3% | +22.2% |
| 3Y | +426.1% | +49.0% | +377.1% | +324.8% |
| 5Y | +738.5% | +30.3% | +708.2% | +575.1% |
| All | +1,773.8% | +574.0% | +1,199.8% | +776.5% |
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