+1,490.9%
HWM vs FN
+763.2%
+727.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.5% |
| 7D | +11.1% | +20.8% | -9.6% | +6.2% |
| 30D | +3.0% | -17.3% | +20.3% | +6.5% |
| 3M | -20.7% | -38.1% | +17.4% | -13.5% |
| 6M | -17.2% | -44.2% | +27.0% | -9.7% |
| YTD | +9.1% | -22.3% | +31.3% | +6.7% |
| 1Y | +9.0% | -20.9% | +30.0% | +5.5% |
| 3Y | +353.8% | +111.1% | +242.8% | +214.1% |
| 5Y | +608.0% | +191.8% | +416.2% | +325.0% |
| All | +1,490.9% | +763.2% | +727.7% | +653.5% |
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