+212.1%
HD vs FITB
+287.6%
-75.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -8.4% | -4.7% | -3.7% | -6.9% |
| 3M | +4.3% | +6.7% | -2.3% | +1.9% |
| 6M | -11.1% | +12.6% | -23.7% | -14.8% |
| YTD | -4.7% | +19.1% | -23.8% | -10.7% |
| 1Y | -19.8% | +22.6% | -42.4% | -25.8% |
| 3Y | +4.1% | +127.1% | -123.0% | -23.1% |
| 5Y | +10.3% | +71.8% | -61.5% | -13.1% |
| All | +212.1% | +287.6% | -75.4% | +64.9% |
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