+1,474.6%
HWM vs FLR
+7.4%
+1,467.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | +7.3% | +5.4% | +1.9% | +5.8% |
| 30D | +1.6% | +2.8% | -1.3% | +0.9% |
| 3M | -21.9% | -6.4% | -15.5% | -20.7% |
| 6M | -19.0% | +8.8% | -27.8% | -21.9% |
| YTD | +7.9% | +23.6% | -15.7% | -0.4% |
| 1Y | +9.9% | +13.8% | -3.9% | +3.5% |
| 3Y | +342.1% | +36.5% | +305.7% | +278.0% |
| 5Y | +600.8% | +119.3% | +481.4% | +414.5% |
| All | +1,474.6% | +7.4% | +1,467.2% | +1,143.3% |
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