+776.8%
FITB vs HIG
+1,002.1%
-225.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | -4.7% | -3.2% | -1.5% | -3.4% |
| 3M | +6.7% | +9.1% | -2.5% | +2.3% |
| 6M | +12.6% | -1.8% | +14.3% | +13.1% |
| YTD | +19.1% | +1.8% | +17.4% | +17.8% |
| 1Y | +22.6% | +4.6% | +18.1% | +19.8% |
| 3Y | +127.1% | +101.6% | +25.5% | +65.5% |
| 5Y | +71.8% | +124.5% | -52.7% | +21.5% |
| 10Y | +287.2% | +317.8% | -30.6% | +117.2% |
| All | +776.8% | +1,002.1% | -225.3% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling