+1,773.8%
HWM vs FTI
+260.3%
+1,513.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.1% | +5.3% | -7.4% | -4.1% |
| 30D | -11.0% | +15.3% | -26.3% | -15.9% |
| 3M | +4.0% | +15.8% | -11.7% | -2.4% |
| 6M | -0.2% | +22.6% | -22.8% | -9.2% |
| YTD | +26.7% | +79.5% | -52.9% | -0.7% |
| 1Y | +44.7% | +102.0% | -57.3% | +7.9% |
| 3Y | +426.1% | +315.8% | +110.3% | +186.2% |
| 5Y | +738.5% | +1,129.5% | -391.0% | +169.7% |
| All | +1,773.8% | +260.3% | +1,513.6% | +664.2% |
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