+1,581.2%
HWM vs USFR
+27.5%
+1,553.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -8.0% | +0.1% | -8.1% | -8.1% |
| 30D | -18.0% | +0.3% | -18.3% | -18.4% |
| 3M | -9.5% | +1.0% | -10.5% | -11.0% |
| 6M | -8.4% | +1.9% | -10.3% | -11.4% |
| YTD | +13.6% | +2.7% | +11.0% | +8.5% |
| 1Y | +30.2% | +4.0% | +26.3% | +21.5% |
| 3Y | +392.2% | +14.0% | +378.2% | +288.9% |
| 5Y | +645.2% | +20.4% | +624.8% | +430.2% |
| All | +1,581.2% | +27.5% | +1,553.7% | +1,038.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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