+1,573.3%
HWM vs FIS
-36.1%
+1,609.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -5.9% | -4.8% | -8.1% |
| 7D | -9.2% | -3.5% | -5.7% | -7.6% |
| 30D | -17.9% | -7.8% | -10.0% | -14.9% |
| 3M | -6.0% | +0.8% | -6.9% | -7.4% |
| 6M | -7.4% | -21.9% | +14.6% | +1.5% |
| YTD | +13.1% | -39.5% | +52.6% | +38.7% |
| 1Y | +29.3% | -41.0% | +70.3% | +59.5% |
| 3Y | +389.9% | -23.6% | +413.5% | +408.6% |
| 5Y | +655.5% | -65.6% | +721.2% | +1,096.1% |
| All | +1,573.3% | -36.1% | +1,609.4% | +1,864.9% |
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