+1,581.2%
HWM vs FTI
+251.1%
+1,330.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -8.0% | -2.3% | -5.7% | -7.1% |
| 30D | -18.0% | +5.0% | -23.0% | -19.6% |
| 3M | -9.5% | +13.8% | -23.3% | -14.4% |
| 6M | -8.4% | +22.9% | -31.3% | -16.7% |
| YTD | +13.6% | +75.0% | -61.4% | -9.9% |
| 1Y | +30.2% | +96.9% | -66.6% | -1.8% |
| 3Y | +392.2% | +276.7% | +115.5% | +178.8% |
| 5Y | +645.2% | +1,157.0% | -511.8% | +137.4% |
| All | +1,581.2% | +251.1% | +1,330.1% | +592.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling