+1,490.9%
HWM vs FIVN
+92.2%
+1,398.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +11.1% | -17.4% | +28.6% | +12.5% |
| 30D | +3.0% | -20.4% | +23.4% | +4.4% |
| 3M | -20.7% | -9.6% | -11.1% | -20.6% |
| 6M | -17.2% | +34.7% | -51.9% | -20.2% |
| YTD | +9.1% | +40.6% | -31.5% | +3.6% |
| 1Y | +9.0% | +34.3% | -25.3% | +3.9% |
| 3Y | +353.8% | -55.5% | +409.3% | +367.2% |
| 5Y | +608.0% | -82.5% | +690.5% | +662.0% |
| All | +1,490.9% | +92.2% | +1,398.8% | +1,210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling