+778.1%
FITB vs HIG
+995.0%
-216.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +2.8% | +2.6% | +0.1% | +1.6% |
| 30D | +9.8% | +4.2% | +5.6% | +7.8% |
| 3M | -5.2% | +0.2% | -5.4% | -5.4% |
| 6M | +17.3% | +4.6% | +12.7% | +14.4% |
| YTD | +19.3% | +1.1% | +18.2% | +18.1% |
| 1Y | +32.7% | +4.7% | +28.0% | +29.3% |
| 3Y | +141.6% | +95.5% | +46.1% | +78.0% |
| 5Y | +48.9% | +111.7% | -62.8% | +7.7% |
| 10Y | +216.5% | +263.4% | -46.9% | +87.2% |
| All | +778.1% | +995.0% | -216.9% | +139.6% |
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