+771.0%
FITB vs HIG
+980.5%
-209.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | +2.8% | -1.1% | +3.9% | +3.3% |
| 30D | -4.5% | -4.9% | +0.4% | -2.4% |
| 3M | +5.7% | +6.8% | -1.1% | +2.3% |
| 6M | +17.1% | -1.7% | +18.8% | +17.6% |
| YTD | +18.3% | -0.2% | +18.6% | +18.1% |
| 1Y | +23.9% | +5.7% | +18.2% | +20.4% |
| 3Y | +131.1% | +100.3% | +30.8% | +68.9% |
| 5Y | +71.1% | +118.5% | -47.4% | +22.4% |
| 10Y | +283.9% | +309.7% | -25.8% | +117.2% |
| All | +771.0% | +980.5% | -209.4% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling