+389.9%
HWM vs FND
-49.6%
+439.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.6% | -6.1% | -9.9% |
| 7D | -9.2% | +0.4% | -9.5% | -9.1% |
| 30D | -17.9% | -23.6% | +5.7% | -14.2% |
| 3M | -6.0% | +4.3% | -10.4% | -7.5% |
| 6M | -7.4% | -20.3% | +12.9% | -5.1% |
| YTD | +13.1% | -21.3% | +34.4% | +15.9% |
| 1Y | +29.3% | -45.4% | +74.7% | +39.1% |
| 3Y | +389.9% | -48.9% | +438.8% | +404.9% |
| All | +389.9% | -49.6% | +439.5% | +404.9% |
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