+325.8%
HWM vs FIS
-39.8%
+365.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.7% | +2.7% |
| 7D | +3.3% | -25.5% | +28.8% | +6.7% |
| 30D | -7.6% | -15.1% | +7.4% | -6.0% |
| 3M | -28.9% | -32.1% | +3.2% | -25.7% |
| 6M | -19.7% | -36.1% | +16.4% | -15.5% |
| YTD | +0.5% | -55.4% | +55.9% | +13.4% |
| 1Y | +0.3% | -53.9% | +54.1% | +12.1% |
| 3Y | +325.8% | -39.8% | +365.6% | +368.5% |
| All | +325.8% | -39.8% | +365.7% | +368.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling