+4.4%
HWM vs FITB
+36.9%
-32.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.7% | -4.7% |
| 7D | +9.4% | +2.3% | +7.1% | +8.7% |
| 30D | -7.0% | +7.7% | -14.7% | -9.0% |
| 3M | -25.9% | -4.5% | -21.4% | -24.8% |
| 6M | -10.8% | +12.5% | -23.3% | -14.5% |
| YTD | +4.3% | +19.8% | -15.5% | -3.9% |
| 1Y | +4.4% | +34.1% | -29.8% | -7.0% |
| All | +4.4% | +36.9% | -32.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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