+23.9%
FITB vs HST
+36.9%
-13.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +2.8% | +2.0% | +0.8% | +1.8% |
| 30D | -4.5% | -5.2% | +0.7% | -2.1% |
| 3M | +5.7% | -6.2% | +11.9% | +8.2% |
| 6M | +17.1% | +20.4% | -3.3% | +3.8% |
| YTD | +18.3% | +30.6% | -12.3% | +1.3% |
| 1Y | +23.9% | +37.4% | -13.5% | +3.0% |
| All | +23.9% | +36.9% | -13.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling