+741.5%
HWM vs FN
+289.0%
+452.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.1% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -11.0% | -22.0% | +11.0% | -7.6% |
| 3M | +4.0% | -43.0% | +47.0% | +13.6% |
| 6M | -0.2% | -27.7% | +27.5% | +1.7% |
| YTD | +26.7% | -10.5% | +37.2% | +21.9% |
| 1Y | +44.7% | +12.5% | +32.2% | +31.2% |
| 3Y | +426.1% | +153.8% | +272.3% | +269.7% |
| All | +741.5% | +289.0% | +452.4% | +396.6% |
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