+1,523.0%
HWM vs FN
+753.0%
+770.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.7% | -9.2% | -0.2% |
| 7D | +3.3% | 0.0% | +3.4% | +2.9% |
| 30D | -7.6% | -34.3% | +26.7% | +0.7% |
| 3M | -28.9% | -39.9% | +10.9% | -22.0% |
| 6M | -19.7% | -51.8% | +32.2% | -9.4% |
| YTD | +0.5% | -28.1% | +28.7% | +0.2% |
| 1Y | +0.3% | -29.1% | +29.3% | -0.4% |
| 3Y | +325.8% | +102.4% | +223.4% | +197.2% |
| 5Y | +524.7% | +171.7% | +353.1% | +281.8% |
| All | +1,523.0% | +753.0% | +770.0% | +681.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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