+1,579.2%
HWM vs FITB
+247.7%
+1,331.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +3.6% |
| 7D | +1.6% | -1.1% | +2.7% | +2.2% |
| 30D | -3.9% | +7.3% | -11.3% | -8.0% |
| 3M | -23.2% | -4.0% | -19.2% | -21.6% |
| 6M | -20.0% | +11.9% | -31.9% | -25.9% |
| YTD | +5.7% | +19.0% | -13.3% | -6.4% |
| 1Y | +4.9% | +31.0% | -26.2% | -12.6% |
| 3Y | +347.0% | +143.8% | +203.2% | +144.2% |
| 5Y | +563.0% | +48.9% | +514.1% | +374.4% |
| 10Y | +1,579.2% | +236.6% | +1,342.5% | +552.4% |
| All | +1,579.2% | +247.7% | +1,331.5% | +552.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling