+1,547.2%
HWM vs FIVN
+110.8%
+1,436.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -12.5% | -11.3% | -1.2% | -11.7% |
| 30D | -19.0% | -7.3% | -11.7% | -18.6% |
| 3M | -8.6% | +41.7% | -50.3% | -11.6% |
| 6M | -10.2% | +78.3% | -88.4% | -15.7% |
| YTD | +11.3% | +50.9% | -39.5% | +5.7% |
| 1Y | +24.3% | +19.7% | +4.6% | +20.5% |
| 3Y | +382.3% | -55.7% | +438.0% | +399.7% |
| 5Y | +640.6% | -82.6% | +723.2% | +701.1% |
| All | +1,547.2% | +110.8% | +1,436.4% | +1,201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIVN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling