+215.9%
FITB vs HST
+143.8%
+72.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | -0.6% | -1.3% | +0.7% | +0.1% |
| 30D | +7.0% | +13.4% | -6.3% | -1.5% |
| 3M | -4.8% | +16.7% | -21.5% | -14.1% |
| 6M | +13.5% | +24.0% | -10.5% | -2.1% |
| YTD | +19.1% | +54.0% | -34.9% | -11.1% |
| 1Y | +30.8% | +55.0% | -24.3% | -2.9% |
| 3Y | +141.6% | +89.3% | +52.3% | +54.7% |
| 5Y | +48.3% | +85.4% | -37.1% | -7.9% |
| 10Y | +215.9% | +137.1% | +78.8% | +48.7% |
| All | +215.9% | +143.8% | +72.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling