+14.8%
HWM vs FRMI
-91.8%
+106.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.8% | -14.2% | -0.7% |
| 7D | +11.1% | +34.6% | -23.5% | +10.3% |
| 30D | +3.0% | -44.6% | +47.6% | +3.6% |
| 3M | -20.7% | -72.9% | +52.2% | -19.0% |
| 6M | -17.2% | -62.3% | +45.1% | -16.6% |
| YTD | +9.1% | -74.3% | +83.3% | +10.6% |
| 1Y | +9.0% | -90.5% | +99.6% | +11.5% |
| All | +14.8% | -91.8% | +106.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling