+1,579.2%
HWM vs FN
+837.6%
+741.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.9% | -6.8% | +2.4% |
| 7D | +1.6% | +16.3% | -14.7% | -2.2% |
| 30D | -3.9% | -24.7% | +20.8% | +1.5% |
| 3M | -23.2% | -34.9% | +11.7% | -17.3% |
| 6M | -20.0% | -41.1% | +21.1% | -13.8% |
| YTD | +5.7% | -19.6% | +25.3% | +2.7% |
| 1Y | +4.9% | -18.5% | +23.4% | +0.8% |
| 3Y | +347.0% | +119.1% | +227.9% | +207.1% |
| 5Y | +563.0% | +206.9% | +356.1% | +293.4% |
| 10Y | +1,579.2% | +826.4% | +752.7% | +690.1% |
| All | +1,579.2% | +837.6% | +741.6% | +690.1% |
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