+1,516.2%
HWM vs USFR
+28.5%
+1,487.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.2% |
| 7D | -1.8% | +0.1% | -1.8% | -1.9% |
| 30D | -2.7% | +0.4% | -3.1% | -3.3% |
| 3M | -22.7% | +1.1% | -23.8% | -24.0% |
| 6M | -18.9% | +2.1% | -21.0% | -21.6% |
| YTD | +7.1% | +3.4% | +3.6% | +1.1% |
| 1Y | +4.7% | +4.1% | +0.6% | -2.3% |
| 3Y | +345.6% | +14.4% | +331.2% | +250.9% |
| 5Y | +588.3% | +21.4% | +566.9% | +383.7% |
| 10Y | +1,516.2% | +28.5% | +1,487.6% | +989.2% |
| All | +1,516.2% | +28.5% | +1,487.6% | +989.2% |
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