+82.7%
HL vs FITB
+24.5%
+58.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -5.6% | -1.0% | -4.6% | -5.4% |
| 30D | +12.7% | -5.5% | +18.3% | +13.6% |
| 3M | +42.5% | +4.1% | +38.4% | +40.3% |
| 6M | -9.0% | +18.7% | -27.7% | -14.2% |
| YTD | +4.4% | +18.2% | -13.8% | -0.5% |
| 1Y | +82.7% | +23.7% | +59.0% | +70.6% |
| All | +82.7% | +24.5% | +58.2% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling