-19.6%
HWM vs FITB
+6.1%
-25.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | +3.4% | -1.5% | +4.9% | +3.6% |
| 30D | -7.5% | +5.8% | -13.4% | -7.9% |
| 3M | -28.9% | -6.1% | -22.8% | -28.1% |
| 6M | -19.6% | +5.9% | -25.6% | -18.2% |
| All | -19.6% | +6.1% | -25.7% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling