+563.0%
HWM vs FLR
+116.5%
+446.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.2% | +2.8% |
| 7D | +1.6% | +8.5% | -6.9% | -0.6% |
| 30D | -3.9% | -0.7% | -3.2% | -3.8% |
| 3M | -23.2% | -11.7% | -11.5% | -21.0% |
| 6M | -20.0% | +16.2% | -36.2% | -24.4% |
| YTD | +5.7% | +27.0% | -21.3% | -4.1% |
| 1Y | +4.9% | +10.1% | -5.2% | -1.0% |
| 3Y | +347.0% | +46.2% | +300.8% | +256.3% |
| 5Y | +563.0% | +121.4% | +441.6% | +334.6% |
| All | +563.0% | +116.5% | +446.5% | +334.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling