+4,422.6%
FITB vs HBM
+613.3%
+3,809.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | +0.6% | -6.4% | +7.0% | +2.3% |
| 30D | -4.7% | +5.9% | -10.6% | -6.5% |
| 3M | +6.7% | -8.9% | +15.6% | +7.2% |
| 6M | +12.6% | +10.7% | +1.9% | +5.9% |
| YTD | +19.1% | +38.3% | -19.1% | +4.1% |
| 1Y | +22.6% | +121.3% | -98.7% | -6.8% |
| 3Y | +127.1% | +450.6% | -323.5% | +26.4% |
| 5Y | +71.8% | +338.0% | -266.2% | -5.1% |
| 10Y | +287.2% | +578.6% | -291.4% | +48.0% |
| All | +4,422.6% | +613.3% | +3,809.3% | +343.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling