+29.3%
HWM vs FITB
+23.3%
+6.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.5% |
| 7D | -9.2% | +2.8% | -12.0% | -9.9% |
| 30D | -17.9% | -4.5% | -13.3% | -16.7% |
| 3M | -6.0% | +5.7% | -11.7% | -7.7% |
| 6M | -7.4% | +17.1% | -24.5% | -12.3% |
| YTD | +13.1% | +18.3% | -5.2% | +5.9% |
| 1Y | +29.3% | +23.9% | +5.4% | +18.1% |
| All | +29.3% | +23.3% | +6.0% | +18.1% |
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 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