+1,573.3%
HWM vs FITB
+250.8%
+1,322.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.3% |
| 7D | -9.2% | +2.8% | -12.0% | -10.6% |
| 30D | -17.9% | -4.5% | -13.3% | -15.6% |
| 3M | -6.0% | +5.7% | -11.7% | -9.4% |
| 6M | -7.4% | +17.1% | -24.5% | -16.2% |
| YTD | +13.1% | +18.3% | -5.2% | +0.9% |
| 1Y | +29.3% | +23.9% | +5.4% | +11.5% |
| 3Y | +389.9% | +131.1% | +258.8% | +176.2% |
| 5Y | +655.5% | +71.1% | +584.4% | +392.0% |
| All | +1,573.3% | +250.8% | +1,322.5% | +551.1% |
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