+1,443.5%
HWM vs FN
+802.1%
+641.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.0% | +1.7% | -3.0% |
| 7D | +9.4% | -7.0% | +16.4% | +10.9% |
| 30D | -7.0% | -24.7% | +17.7% | -1.6% |
| 3M | -25.9% | -35.7% | +9.8% | -19.8% |
| 6M | -10.8% | -52.4% | +41.6% | +1.1% |
| YTD | +4.3% | -25.0% | +29.3% | +3.2% |
| 1Y | +4.4% | -25.7% | +30.0% | +2.7% |
| 3Y | +348.8% | +110.2% | +238.6% | +212.1% |
| 5Y | +598.5% | +192.3% | +406.1% | +321.5% |
| 10Y | +1,551.7% | +812.3% | +739.4% | +700.2% |
| All | +1,443.5% | +802.1% | +641.3% | +647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling