+1,474.6%
HWM vs FN
+700.1%
+774.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | +0.6% |
| 7D | +7.3% | +0.3% | +7.0% | +7.0% |
| 30D | +1.6% | -16.5% | +18.1% | +4.9% |
| 3M | -21.9% | -42.1% | +20.2% | -13.5% |
| 6M | -19.0% | -52.9% | +33.8% | -8.1% |
| YTD | +7.9% | -28.0% | +35.9% | +7.3% |
| 1Y | +9.9% | -18.5% | +28.4% | +5.4% |
| 3Y | +342.1% | +93.9% | +248.3% | +211.9% |
| 5Y | +600.8% | +170.5% | +430.3% | +327.6% |
| All | +1,474.6% | +700.1% | +774.5% | +658.2% |
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