+83.1%
FITB vs HDB
+4,284.7%
-4,201.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +0.5% | +12.7% | -12.2% | -5.6% |
| 30D | +7.0% | +16.6% | -9.6% | -1.4% |
| 3M | -4.4% | +10.8% | -15.1% | -10.0% |
| 6M | +11.6% | +3.8% | +7.7% | +7.7% |
| YTD | +18.6% | -28.9% | +47.5% | +38.3% |
| 1Y | +29.8% | -28.0% | +57.8% | +50.1% |
| 3Y | +140.7% | -7.2% | +147.9% | +135.2% |
| 5Y | +48.6% | -22.2% | +70.9% | +56.2% |
| 10Y | +224.4% | +63.6% | +160.8% | +115.3% |
| All | +83.1% | +4,284.7% | -4,201.6% | -52.8% |
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