+648.8%
HWM vs FRSH
-72.5%
+721.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -11.4% | -6.6% | -4.8% | -10.9% |
| 30D | -18.5% | +2.1% | -20.6% | -18.7% |
| 3M | -13.2% | +29.0% | -42.1% | -15.3% |
| 6M | -8.7% | +48.6% | -57.3% | -12.4% |
| YTD | +12.2% | -2.9% | +15.1% | +11.9% |
| 1Y | +24.9% | -7.9% | +32.8% | +25.2% |
| 3Y | +383.9% | -46.5% | +430.4% | +402.9% |
| All | +648.8% | -72.5% | +721.3% | +594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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