+1,773.8%
HWM vs FN
+975.8%
+798.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.2% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -11.0% | -22.0% | +11.0% | -6.9% |
| 3M | +4.0% | -43.0% | +47.0% | +15.4% |
| 6M | -0.2% | -27.7% | +27.5% | +2.2% |
| YTD | +26.7% | -10.5% | +37.2% | +21.7% |
| 1Y | +44.7% | +12.5% | +32.2% | +29.8% |
| 3Y | +426.1% | +153.8% | +272.3% | +253.1% |
| 5Y | +738.5% | +288.0% | +450.5% | +374.5% |
| All | +1,773.8% | +975.8% | +798.0% | +781.1% |
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