+1,516.2%
HWM vs FLR
+10.4%
+1,505.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.8% | +5.1% | -6.9% | -3.0% |
| 30D | -2.7% | -0.5% | -2.2% | -2.5% |
| 3M | -22.7% | -3.5% | -19.3% | -22.2% |
| 6M | -18.9% | +16.5% | -35.4% | -23.2% |
| YTD | +7.1% | +27.3% | -20.2% | -2.0% |
| 1Y | +4.7% | +10.6% | -6.0% | -0.7% |
| 3Y | +345.6% | +39.4% | +306.2% | +279.0% |
| 5Y | +588.3% | +126.4% | +461.9% | +401.4% |
| 10Y | +1,516.2% | +8.4% | +1,507.8% | +1,183.1% |
| All | +1,516.2% | +10.4% | +1,505.8% | +1,183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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