+577.9%
HWM vs FIS
-71.2%
+649.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.9% |
| 7D | +7.3% | +2.8% | +4.5% | +6.5% |
| 30D | +1.6% | -16.7% | +18.3% | +4.6% |
| 3M | -21.9% | -32.3% | +10.4% | -15.7% |
| 6M | -19.0% | -29.1% | +10.0% | -14.1% |
| YTD | +7.9% | -54.1% | +62.1% | +27.4% |
| 1Y | +9.9% | -53.7% | +63.7% | +29.3% |
| 3Y | +342.1% | -38.8% | +381.0% | +371.4% |
| All | +577.9% | -71.2% | +649.1% | +804.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling