+1,490.9%
HWM vs FTV
+109.0%
+1,381.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +11.1% | +3.7% | +7.4% | +8.2% |
| 30D | +3.0% | +16.8% | -13.9% | -8.3% |
| 3M | -20.7% | +10.4% | -31.1% | -26.6% |
| 6M | -17.2% | +12.8% | -30.0% | -25.1% |
| YTD | +9.1% | +23.3% | -14.2% | -10.2% |
| 1Y | +9.0% | +31.0% | -21.9% | -14.7% |
| 3Y | +353.8% | +38.6% | +315.3% | +227.9% |
| 5Y | +608.0% | +17.6% | +590.5% | +474.5% |
| All | +1,490.9% | +109.0% | +1,381.9% | +652.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling