+33,321.4%
HD vs FITB
+2,780.8%
+30,540.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | +4.3% | -1.5% | +5.9% | +4.8% |
| 30D | +20.2% | +5.8% | +14.4% | +18.5% |
| 3M | -1.0% | -6.1% | +5.1% | +0.6% |
| 6M | +7.9% | +5.9% | +2.0% | +6.3% |
| YTD | +2.0% | +16.1% | -14.1% | -2.1% |
| 1Y | -4.3% | +28.8% | -33.1% | -10.5% |
| 3Y | +25.9% | +126.0% | -100.1% | +1.3% |
| 5Y | +5.8% | +45.3% | -39.5% | -6.9% |
| 10Y | +262.5% | +255.4% | +7.1% | +141.2% |
| All | +33,321.4% | +2,780.8% | +30,540.6% | +9,389.2% |
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