+249.3%
HL vs FITB
+70.3%
+179.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +18.8% | -5.1% | +24.0% | +20.8% |
| 3M | +43.7% | +3.5% | +40.2% | +41.5% |
| 6M | -1.0% | +17.2% | -18.3% | -7.0% |
| YTD | +8.7% | +17.6% | -8.9% | +1.8% |
| 1Y | +105.0% | +23.4% | +81.6% | +88.2% |
| 3Y | +427.3% | +129.7% | +297.5% | +278.5% |
| 5Y | +249.3% | +68.4% | +180.9% | +149.6% |
| All | +249.3% | +70.3% | +179.0% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling