+1,581.2%
HWM vs FTV
+81.1%
+1,500.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.4% |
| 7D | -8.0% | -1.3% | -6.8% | -7.1% |
| 30D | -18.0% | -9.5% | -8.5% | -11.8% |
| 3M | -9.5% | -10.9% | +1.4% | -2.2% |
| 6M | -8.4% | -0.6% | -7.8% | -9.2% |
| YTD | +13.6% | +1.4% | +12.2% | +8.4% |
| 1Y | +30.2% | +17.6% | +12.6% | +9.7% |
| 3Y | +392.2% | -3.3% | +395.5% | +371.1% |
| 5Y | +645.2% | -0.1% | +645.3% | +580.2% |
| All | +1,581.2% | +81.1% | +1,500.1% | +802.0% |
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