+1,773.8%
HWM vs FITB
+253.1%
+1,520.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.1% | +0.6% | -2.7% | -2.5% |
| 30D | -11.0% | -4.7% | -6.2% | -8.4% |
| 3M | +4.0% | +6.7% | -2.6% | -0.3% |
| 6M | -0.2% | +12.6% | -12.8% | -7.7% |
| YTD | +26.7% | +19.1% | +7.5% | +12.5% |
| 1Y | +44.7% | +22.6% | +22.1% | +25.5% |
| 3Y | +426.1% | +127.1% | +299.0% | +199.8% |
| 5Y | +738.5% | +71.8% | +666.7% | +444.5% |
| All | +1,773.8% | +253.1% | +1,520.7% | +625.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling