+595.7%
HAL vs FITB
+2,855.6%
-2,259.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +17.0% | -4.7% | +21.8% | +18.7% |
| 3M | -9.7% | +6.7% | -16.3% | -11.7% |
| 6M | +8.6% | +12.6% | -3.9% | +4.0% |
| YTD | +33.0% | +19.1% | +13.9% | +24.8% |
| 1Y | +68.3% | +22.6% | +45.7% | +56.5% |
| 3Y | +0.1% | +127.1% | -127.0% | -23.3% |
| 5Y | +102.6% | +71.8% | +30.8% | +67.4% |
| 10Y | +3.8% | +287.2% | -283.4% | -28.2% |
| All | +595.7% | +2,855.6% | -2,259.9% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling