+498.3%
HAL vs FITB
+2,852.5%
-2,354.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.6% |
| 7D | -7.9% | -1.1% | -6.8% | -7.6% |
| 30D | -2.1% | +7.3% | -9.4% | -4.2% |
| 3M | +0.4% | -4.0% | +4.4% | +1.5% |
| 6M | -19.2% | +11.9% | -31.1% | -22.4% |
| YTD | +14.4% | +19.0% | -4.6% | +7.3% |
| 1Y | +18.0% | +31.0% | -13.1% | +7.4% |
| 3Y | -9.7% | +143.8% | -153.5% | -32.1% |
| 5Y | +40.1% | +48.9% | -8.7% | +20.5% |
| 10Y | -19.1% | +236.6% | -255.7% | -42.3% |
| All | +498.3% | +2,852.5% | -2,354.1% | +171.6% |
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