+1,524.1%
HWM vs FITB
+247.4%
+1,276.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | +3.4% | -1.5% | +4.9% | +4.3% |
| 30D | -7.5% | +5.8% | -13.4% | -10.7% |
| 3M | -28.9% | -6.1% | -22.8% | -26.4% |
| 6M | -19.6% | +5.9% | -25.6% | -23.1% |
| YTD | +0.6% | +16.1% | -15.5% | -9.6% |
| 1Y | +0.3% | +28.8% | -28.5% | -15.5% |
| 3Y | +326.1% | +126.0% | +200.1% | +144.1% |
| 5Y | +525.2% | +45.3% | +479.9% | +354.0% |
| All | +1,524.1% | +247.4% | +1,276.7% | +549.9% |
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