+29.3%
HWM vs FTV
+19.1%
+10.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.8% | -9.9% | -10.6% |
| 7D | -9.2% | -0.4% | -8.8% | -9.1% |
| 30D | -17.9% | -8.3% | -9.5% | -16.8% |
| 3M | -6.0% | -7.4% | +1.4% | -4.7% |
| 6M | -7.4% | -1.2% | -6.1% | -6.9% |
| YTD | +13.1% | +2.7% | +10.4% | +12.6% |
| 1Y | +29.3% | +18.4% | +10.9% | +21.7% |
| All | +29.3% | +19.1% | +10.2% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling