+17.2%
HWM vs FRMI
-78.6%
+95.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -2.0% |
| 7D | -12.5% | +10.9% | -23.4% | -12.7% |
| 30D | -19.0% | -24.3% | +5.3% | -18.4% |
| 3M | -8.6% | -21.8% | +13.2% | -8.4% |
| 6M | -10.2% | -33.0% | +22.9% | -9.7% |
| YTD | +11.3% | -32.6% | +44.0% | +11.5% |
| All | +17.2% | -78.6% | +95.8% | +18.0% |
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