+1,516.8%
HWM vs FIS
-52.2%
+1,569.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.7% | -4.5% | -0.5% |
| 7D | +5.0% | +1.5% | +3.4% | +4.2% |
| 30D | +1.5% | -11.8% | +13.3% | +4.6% |
| 3M | -20.3% | -28.5% | +8.2% | -10.3% |
| 6M | -18.0% | -27.0% | +9.0% | -9.7% |
| YTD | +9.5% | -53.1% | +62.6% | +45.9% |
| 1Y | +7.5% | -52.8% | +60.2% | +42.5% |
| 3Y | +355.7% | -37.5% | +393.1% | +400.5% |
| 5Y | +610.2% | -71.1% | +681.3% | +1,053.9% |
| 10Y | +1,516.8% | -52.0% | +1,568.8% | +2,014.9% |
| All | +1,516.8% | -52.2% | +1,569.0% | +2,014.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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