+537.4%
HWM vs FND
-61.6%
+599.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +3.4% | +7.7% | -4.3% | +1.6% |
| 30D | -7.5% | +11.9% | -19.4% | -10.0% |
| 3M | -28.9% | -14.6% | -14.3% | -26.9% |
| 6M | -19.6% | +0.5% | -20.1% | -20.8% |
| YTD | +0.6% | -15.8% | +16.4% | +2.2% |
| 1Y | +0.3% | -12.9% | +13.3% | +1.0% |
| 3Y | +326.1% | -34.2% | +360.3% | +329.8% |
| All | +537.4% | -61.6% | +599.0% | +586.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling