+284.0%
FITB vs HBM
+619.2%
-335.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.3% | -3.3% | +3.0% | +0.3% |
| 30D | -5.7% | -4.8% | -0.9% | -5.0% |
| 3M | +3.2% | -0.4% | +3.6% | +1.8% |
| 6M | +23.4% | +17.9% | +5.5% | +14.9% |
| YTD | +18.8% | +33.7% | -14.9% | +5.8% |
| 1Y | +25.0% | +95.6% | -70.6% | +0.2% |
| 3Y | +131.2% | +458.1% | -326.9% | +33.6% |
| 5Y | +70.7% | +329.0% | -258.3% | -0.9% |
| All | +284.0% | +619.2% | -335.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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