+1,773.8%
HWM vs FTV
+84.8%
+1,689.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.3% |
| 7D | -2.1% | -4.5% | +2.4% | +1.2% |
| 30D | -11.0% | -7.1% | -3.9% | -6.2% |
| 3M | +4.0% | -7.2% | +11.2% | +9.0% |
| 6M | -0.2% | -1.5% | +1.3% | -0.5% |
| YTD | +26.7% | +3.5% | +23.2% | +19.0% |
| 1Y | +44.7% | +20.3% | +24.4% | +19.7% |
| 3Y | +426.1% | -3.1% | +429.2% | +403.8% |
| 5Y | +738.5% | +2.3% | +736.2% | +650.2% |
| All | +1,773.8% | +84.8% | +1,689.1% | +890.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling