+71.6%
FITB vs HST
+74.0%
-2.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | -4.7% | -12.3% | +7.5% | +2.6% |
| 3M | +6.7% | -6.4% | +13.0% | +10.3% |
| 6M | +12.6% | +15.0% | -2.5% | +2.7% |
| YTD | +19.1% | +30.5% | -11.4% | +0.7% |
| 1Y | +22.6% | +35.7% | -13.0% | +1.0% |
| 3Y | +127.1% | +68.4% | +58.7% | +63.1% |
| All | +71.6% | +74.0% | -2.4% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling