+1,520.0%
HWM vs FTI
+195.1%
+1,325.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.8% |
| 7D | +5.0% | +1.4% | +3.6% | +4.5% |
| 30D | +1.5% | -6.3% | +7.8% | +3.6% |
| 3M | -20.3% | -13.1% | -7.2% | -16.5% |
| 6M | -18.0% | -8.0% | -10.1% | -16.6% |
| YTD | +9.5% | +47.1% | -37.6% | -7.8% |
| 1Y | +7.5% | +50.7% | -43.2% | -10.5% |
| 3Y | +355.7% | +209.0% | +146.7% | +177.9% |
| 5Y | +610.2% | +847.0% | -236.8% | +154.3% |
| 10Y | +1,516.8% | +184.3% | +1,332.5% | +615.8% |
| All | +1,520.0% | +195.1% | +1,325.0% | +609.2% |
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