+536.9%
HWM vs FITB
+44.6%
+492.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.8% |
| 7D | +3.3% | -1.5% | +4.8% | +4.0% |
| 30D | -7.6% | +5.8% | -13.4% | -10.0% |
| 3M | -28.9% | -6.1% | -22.8% | -27.0% |
| 6M | -19.7% | +5.9% | -25.6% | -22.3% |
| YTD | +0.5% | +16.1% | -15.6% | -7.2% |
| 1Y | +0.3% | +28.8% | -28.6% | -11.9% |
| 3Y | +325.8% | +126.0% | +199.8% | +183.0% |
| All | +536.9% | +44.6% | +492.3% | +436.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling