+1,388.5%
HWM vs FTI
+186.6%
+1,201.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.3% |
| 7D | +3.4% | -7.6% | +11.0% | +6.5% |
| 30D | -7.5% | -7.1% | -0.4% | -5.3% |
| 3M | -28.9% | -8.7% | -20.2% | -26.9% |
| 6M | -19.6% | -14.0% | -5.6% | -16.2% |
| YTD | +0.6% | +42.8% | -42.2% | -14.4% |
| 1Y | +0.3% | +50.4% | -50.1% | -16.5% |
| 3Y | +326.1% | +194.1% | +132.0% | +164.7% |
| 5Y | +525.2% | +775.2% | -250.0% | +130.9% |
| 10Y | +1,492.9% | +189.2% | +1,303.7% | +603.2% |
| All | +1,388.5% | +186.6% | +1,201.9% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling