+256.9%
HL vs FITB
+290.8%
-33.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | +9.3% | -5.7% | +15.0% | +11.1% |
| 3M | +32.0% | +3.2% | +28.8% | +30.3% |
| 6M | -6.4% | +23.4% | -29.8% | -12.8% |
| YTD | +3.1% | +18.8% | -15.7% | -2.9% |
| 1Y | +77.6% | +25.0% | +52.6% | +64.0% |
| 3Y | +392.8% | +131.2% | +261.6% | +271.0% |
| 5Y | +234.1% | +70.7% | +163.4% | +167.3% |
| All | +256.9% | +290.8% | -33.9% | +140.2% |
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 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