+257.9%
HD vs FITB
+247.7%
+10.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.0% |
| 7D | +3.6% | -1.1% | +4.7% | +4.0% |
| 30D | +21.6% | +7.3% | +14.2% | +18.7% |
| 3M | +0.1% | -4.0% | +4.1% | +1.5% |
| 6M | +13.0% | +11.9% | +1.1% | +8.5% |
| YTD | +4.9% | +19.0% | -14.1% | -1.6% |
| 1Y | -2.1% | +31.0% | -33.1% | -11.2% |
| 3Y | +32.6% | +143.8% | -111.2% | -4.1% |
| 5Y | +8.2% | +48.9% | -40.6% | -10.2% |
| 10Y | +257.9% | +236.6% | +21.3% | +106.9% |
| All | +257.9% | +247.7% | +10.2% | +106.9% |
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