+588.3%
HWM vs FN
+194.7%
+393.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +2.2% |
| 7D | -1.8% | -4.1% | +2.3% | -1.3% |
| 30D | -2.7% | -28.3% | +25.6% | +2.7% |
| 3M | -22.7% | -33.9% | +11.1% | -18.1% |
| 6M | -18.9% | -43.9% | +25.0% | -13.0% |
| YTD | +7.1% | -23.4% | +30.5% | +5.0% |
| 1Y | +4.7% | -25.4% | +30.1% | +2.7% |
| 3Y | +345.6% | +107.9% | +237.7% | +225.0% |
| 5Y | +588.3% | +195.1% | +393.2% | +316.0% |
| All | +588.3% | +194.7% | +393.5% | +316.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling