+1,352.0%
HWM vs FIVE
+544.7%
+807.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.7% | -4.7% |
| 7D | -2.4% | -1.7% | -0.7% | -2.1% |
| 30D | -13.3% | +14.9% | -28.2% | -16.6% |
| 3M | -31.0% | +7.6% | -38.7% | -33.0% |
| 6M | -17.1% | +6.4% | -23.6% | -20.0% |
| YTD | -1.9% | +28.1% | -29.9% | -10.6% |
| 1Y | -2.4% | +54.7% | -57.1% | -16.0% |
| 3Y | +322.2% | +36.1% | +286.1% | +250.5% |
| 5Y | +509.8% | +14.9% | +495.0% | +413.3% |
| 10Y | +1,453.8% | +578.8% | +875.0% | +629.3% |
| All | +1,352.0% | +544.7% | +807.2% | +585.6% |
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