+7.5%
HWM vs FIS
-52.2%
+59.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.7% | -4.5% | +2.1% |
| 7D | +5.0% | +1.5% | +3.4% | +4.9% |
| 30D | +1.5% | -11.8% | +13.3% | +2.8% |
| 3M | -20.3% | -28.5% | +8.2% | -20.1% |
| 6M | -18.0% | -27.0% | +9.0% | -17.7% |
| YTD | +9.5% | -53.1% | +62.6% | +7.6% |
| 1Y | +7.5% | -52.8% | +60.2% | +5.7% |
| All | +7.5% | -52.2% | +59.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling