+1,773.8%
HWM vs USFR
+27.5%
+1,746.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -11.0% | +0.3% | -11.3% | -11.4% |
| 3M | +4.0% | +1.0% | +3.0% | +2.3% |
| 6M | -0.2% | +1.9% | -2.2% | -3.5% |
| YTD | +26.7% | +2.6% | +24.0% | +21.0% |
| 1Y | +44.7% | +4.0% | +40.7% | +34.9% |
| 3Y | +426.1% | +14.1% | +412.0% | +315.2% |
| 5Y | +738.5% | +20.4% | +718.1% | +496.4% |
| All | +1,773.8% | +27.5% | +1,746.3% | +1,170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling