+1,463.9%
HWM vs FLR
+4.4%
+1,459.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.2% | +2.9% |
| 7D | +1.6% | +8.5% | -6.9% | -0.4% |
| 30D | -3.9% | -0.7% | -3.2% | -3.7% |
| 3M | -23.2% | -11.7% | -11.5% | -21.0% |
| 6M | -20.0% | +16.2% | -36.2% | -24.1% |
| YTD | +5.7% | +27.0% | -21.3% | -3.1% |
| 1Y | +4.9% | +10.1% | -5.2% | -0.3% |
| 3Y | +347.0% | +46.2% | +300.8% | +276.0% |
| 5Y | +563.0% | +121.4% | +441.6% | +387.4% |
| 10Y | +1,579.2% | +11.0% | +1,568.2% | +1,220.0% |
| All | +1,463.9% | +4.4% | +1,459.5% | +1,132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling