+19.1%
HWM vs FRMI
-77.3%
+96.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +11.5% | -22.2% | -10.9% |
| 7D | -9.2% | +23.3% | -32.5% | -9.6% |
| 30D | -17.9% | -7.6% | -10.3% | -17.7% |
| 3M | -6.0% | +0.2% | -6.2% | -6.5% |
| 6M | -7.4% | -28.7% | +21.4% | -7.0% |
| YTD | +13.1% | -28.6% | +41.7% | +13.2% |
| All | +19.1% | -77.3% | +96.4% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling