+655.5%
HWM vs FND
-61.9%
+717.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.6% | -6.1% | -9.8% |
| 7D | -9.2% | +0.4% | -9.5% | -9.1% |
| 30D | -17.9% | -23.6% | +5.7% | -13.3% |
| 3M | -6.0% | +4.3% | -10.4% | -7.7% |
| 6M | -7.4% | -20.3% | +12.9% | -4.2% |
| YTD | +13.1% | -21.3% | +34.4% | +16.9% |
| 1Y | +29.3% | -45.4% | +74.7% | +43.2% |
| 3Y | +389.9% | -48.9% | +438.8% | +426.3% |
| 5Y | +655.5% | -61.0% | +716.6% | +663.4% |
| All | +655.5% | -61.9% | +717.4% | +663.4% |
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