+68.4%
FITB vs HIG
+117.6%
-49.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | -5.1% | -2.8% | -2.3% | -3.1% |
| 3M | +3.5% | +6.3% | -2.8% | -2.3% |
| 6M | +17.2% | -0.1% | +17.3% | +16.2% |
| YTD | +17.6% | +0.4% | +17.2% | +16.0% |
| 1Y | +23.4% | +6.2% | +17.1% | +15.7% |
| 3Y | +129.7% | +101.6% | +28.1% | +12.2% |
| 5Y | +68.4% | +119.8% | -51.4% | -26.8% |
| All | +68.4% | +117.6% | -49.2% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling