+498.0%
HAL vs FITB
+2,843.2%
-2,345.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -2.1% | +7.0% | -9.1% | -4.2% |
| 3M | -4.9% | -4.4% | -0.5% | -3.7% |
| 6M | -19.3% | +11.6% | -30.8% | -22.4% |
| YTD | +14.3% | +18.6% | -4.3% | +7.3% |
| 1Y | +17.3% | +29.8% | -12.5% | +7.1% |
| 3Y | -10.9% | +140.7% | -151.6% | -32.7% |
| 5Y | +47.4% | +48.6% | -1.2% | +26.8% |
| 10Y | -20.8% | +224.4% | -245.2% | -43.1% |
| All | +498.0% | +2,843.2% | -2,345.3% | +171.7% |
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