+1,001.4%
HWM vs FND
+57.9%
+943.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | +7.3% | -6.8% | +14.1% | +9.2% |
| 30D | +1.6% | +8.0% | -6.4% | -1.0% |
| 3M | -21.9% | -18.9% | -2.9% | -18.1% |
| 6M | -19.0% | +4.7% | -23.7% | -21.4% |
| YTD | +7.9% | -21.6% | +29.5% | +11.9% |
| 1Y | +9.9% | -22.0% | +32.0% | +13.9% |
| 3Y | +342.1% | -40.4% | +382.6% | +364.2% |
| 5Y | +600.8% | -63.8% | +664.6% | +704.4% |
| All | +1,001.4% | +57.9% | +943.5% | +706.7% |
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