+1,490.9%
HWM vs FIS
-55.0%
+1,546.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | +2.1% |
| 7D | +11.1% | -3.5% | +14.6% | +12.5% |
| 30D | +3.0% | -19.4% | +22.4% | +10.1% |
| 3M | -20.7% | -31.6% | +10.8% | -9.3% |
| 6M | -17.2% | -32.5% | +15.3% | -5.8% |
| YTD | +9.1% | -56.0% | +65.0% | +49.0% |
| 1Y | +9.0% | -55.5% | +64.6% | +48.1% |
| 3Y | +353.8% | -41.3% | +395.2% | +411.0% |
| 5Y | +608.0% | -72.3% | +680.3% | +1,060.8% |
| All | +1,490.9% | -55.0% | +1,546.0% | +2,000.5% |
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