+1,059.4%
HWM vs FND
+57.3%
+1,002.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -8.0% | -0.8% | -7.3% | -7.8% |
| 30D | -18.0% | -19.6% | +1.6% | -13.3% |
| 3M | -9.5% | -4.3% | -5.2% | -9.4% |
| 6M | -8.4% | -20.4% | +12.1% | -4.3% |
| YTD | +13.6% | -21.9% | +35.5% | +18.7% |
| 1Y | +30.2% | -45.2% | +75.4% | +48.3% |
| 3Y | +392.2% | -49.2% | +441.5% | +443.3% |
| 5Y | +645.2% | -61.8% | +707.0% | +742.4% |
| All | +1,059.4% | +57.3% | +1,002.2% | +755.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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