+1,773.8%
HWM vs FLR
+16.5%
+1,757.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.1% |
| 7D | -2.1% | +5.4% | -7.5% | -3.5% |
| 30D | -11.0% | +11.4% | -22.4% | -14.1% |
| 3M | +4.0% | +11.4% | -7.4% | +0.1% |
| 6M | -0.2% | +16.6% | -16.9% | -6.0% |
| YTD | +26.7% | +41.7% | -15.1% | +13.0% |
| 1Y | +44.7% | +35.4% | +9.3% | +30.1% |
| 3Y | +426.1% | +57.3% | +368.8% | +333.9% |
| 5Y | +738.5% | +241.0% | +497.5% | +451.9% |
| All | +1,773.8% | +16.5% | +1,757.3% | +1,338.3% |
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 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