+7.4%
HAL vs FITB
+282.4%
-275.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +10.9% | -5.1% | +16.0% | +14.8% |
| 3M | -5.8% | +3.5% | -9.4% | -8.9% |
| 6M | +8.1% | +17.2% | -9.1% | -5.4% |
| YTD | +33.2% | +17.6% | +15.6% | +15.3% |
| 1Y | +74.2% | +23.4% | +50.8% | +45.0% |
| 3Y | -3.7% | +129.7% | -133.4% | -51.2% |
| 5Y | +111.9% | +68.4% | +43.5% | +26.5% |
| 10Y | +7.4% | +285.6% | -278.3% | -63.0% |
| All | +7.4% | +282.4% | -275.0% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling