+2,820.2%
FITB vs HST
+1,511.7%
+1,308.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.5% | -2.7% | +1.1% | -0.3% |
| 30D | +5.8% | +10.7% | -4.9% | +0.6% |
| 3M | -6.1% | +6.3% | -12.4% | -9.0% |
| 6M | +5.9% | +19.0% | -13.0% | -3.2% |
| YTD | +16.1% | +47.0% | -30.9% | -4.5% |
| 1Y | +28.8% | +53.4% | -24.6% | +3.7% |
| 3Y | +126.0% | +78.0% | +48.0% | +68.2% |
| 5Y | +45.3% | +71.7% | -26.4% | +7.7% |
| 10Y | +255.4% | +146.2% | +109.2% | +118.4% |
| All | +2,820.2% | +1,511.7% | +1,308.5% | +777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling