+30.2%
HWM vs FLR
+33.3%
-3.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.6% | +1.0% |
| 7D | -8.0% | -3.1% | -4.9% | -7.6% |
| 30D | -18.0% | +4.9% | -22.9% | -18.7% |
| 3M | -9.5% | +10.8% | -20.3% | -11.8% |
| 6M | -8.4% | +19.7% | -28.0% | -13.5% |
| YTD | +13.6% | +38.4% | -24.7% | +2.5% |
| 1Y | +30.2% | +34.7% | -4.4% | +18.6% |
| All | +30.2% | +33.3% | -3.1% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling