+27.1%
FITB vs HST
+47.4%
-20.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.5% | -2.7% | +1.1% | -0.2% |
| 30D | +5.8% | +10.7% | -4.9% | +0.2% |
| 3M | -6.1% | +6.3% | -12.4% | -9.3% |
| 6M | +5.9% | +19.0% | -13.0% | -5.5% |
| YTD | +16.1% | +47.0% | -30.9% | -8.8% |
| All | +27.1% | +47.4% | -20.3% | -0.6% |
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