+126.0%
FITB vs HST
+77.0%
+49.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.5% | -2.7% | +1.1% | 0.0% |
| 30D | +5.8% | +10.7% | -4.9% | -0.7% |
| 3M | -6.1% | +6.3% | -12.4% | -9.8% |
| 6M | +5.9% | +19.0% | -13.0% | -5.9% |
| YTD | +16.1% | +47.0% | -30.9% | -10.2% |
| 1Y | +28.8% | +53.4% | -24.6% | -3.3% |
| 3Y | +126.0% | +78.0% | +48.0% | +41.2% |
| All | +126.0% | +77.0% | +49.0% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling