+4.4%
HWM vs FTI
+57.1%
-52.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -4.0% |
| 7D | +9.4% | -9.7% | +19.1% | +10.2% |
| 30D | -7.0% | -8.2% | +1.2% | -6.4% |
| 3M | -25.9% | -7.8% | -18.0% | -25.2% |
| 6M | -10.8% | -13.4% | +2.6% | -9.3% |
| YTD | +4.3% | +45.1% | -40.7% | -12.4% |
| 1Y | +4.4% | +54.6% | -50.2% | -15.8% |
| All | +4.4% | +57.1% | -52.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling