+441.1%
HWM vs FN
+158.4%
+282.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.0% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | -11.0% | -22.0% | +11.0% | -8.1% |
| 3M | +4.0% | -43.0% | +47.0% | +12.3% |
| 6M | -0.2% | -27.7% | +27.5% | +1.3% |
| YTD | +26.7% | -10.5% | +37.2% | +22.0% |
| 1Y | +44.7% | +12.5% | +32.2% | +32.1% |
| All | +441.1% | +158.4% | +282.7% | +315.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling