+926.5%
HWM vs FND
+69.4%
+857.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +3.4% | +7.7% | -4.3% | +1.2% |
| 30D | -7.5% | +11.9% | -19.4% | -10.6% |
| 3M | -28.9% | -14.6% | -14.3% | -26.5% |
| 6M | -19.6% | +0.5% | -20.1% | -21.2% |
| YTD | +0.6% | -15.8% | +16.4% | +2.5% |
| 1Y | +0.3% | -12.9% | +13.3% | +1.1% |
| 3Y | +326.1% | -34.2% | +360.3% | +335.8% |
| 5Y | +525.2% | -61.6% | +586.7% | +607.3% |
| All | +926.5% | +69.4% | +857.1% | +638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling