+83.8%
FITB vs HDB
+3,812.1%
-3,728.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -4.7% | -2.8% | -1.9% | -3.4% |
| 3M | +6.7% | -3.5% | +10.2% | +7.8% |
| 6M | +12.6% | -24.7% | +37.3% | +28.5% |
| YTD | +19.1% | -36.6% | +55.7% | +48.2% |
| 1Y | +22.6% | -34.4% | +57.0% | +49.4% |
| 3Y | +127.1% | -24.4% | +151.5% | +148.3% |
| 5Y | +71.8% | -35.4% | +107.2% | +99.9% |
| 10Y | +287.2% | +39.5% | +247.6% | +180.8% |
| All | +83.8% | +3,812.1% | -3,728.3% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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