+326.1%
HWM vs FND
-36.7%
+362.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +3.4% | +7.7% | -4.3% | +2.1% |
| 30D | -7.5% | +11.9% | -19.4% | -9.4% |
| 3M | -28.9% | -14.6% | -14.3% | -27.3% |
| 6M | -19.6% | +0.5% | -20.1% | -20.6% |
| YTD | +0.6% | -15.8% | +16.4% | +1.7% |
| 1Y | +0.3% | -12.9% | +13.3% | +0.8% |
| 3Y | +326.1% | -34.2% | +360.3% | +342.0% |
| All | +326.1% | -36.7% | +362.9% | +342.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling