+1,388.5%
HWM vs FIS
-52.9%
+1,441.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.4% |
| 7D | +3.4% | -25.5% | +28.9% | +15.0% |
| 30D | -7.5% | -15.1% | +7.5% | -3.2% |
| 3M | -28.9% | -32.1% | +3.2% | -18.1% |
| 6M | -19.6% | -36.1% | +16.4% | -6.2% |
| YTD | +0.6% | -55.4% | +56.0% | +37.1% |
| 1Y | +0.3% | -53.9% | +54.2% | +34.3% |
| 3Y | +326.1% | -39.8% | +365.9% | +374.5% |
| 5Y | +525.2% | -71.1% | +596.3% | +898.7% |
| 10Y | +1,492.9% | -53.8% | +1,546.7% | +1,952.5% |
| All | +1,388.5% | -52.9% | +1,441.4% | +1,841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling