+0.8%
HL vs FITB
+2,860.1%
-2,859.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -11.1% | +2.8% | -13.9% | -11.5% |
| 30D | -12.1% | +9.8% | -21.9% | -13.4% |
| 3M | -26.1% | -5.2% | -20.9% | -25.4% |
| 6M | -37.7% | +17.3% | -55.1% | -39.4% |
| YTD | -31.7% | +19.3% | -51.0% | -33.7% |
| 1Y | -11.6% | +32.7% | -44.3% | -15.7% |
| 3Y | +249.6% | +141.6% | +108.1% | +201.7% |
| 5Y | +108.5% | +48.9% | +59.7% | +91.6% |
| 10Y | +127.0% | +216.5% | -89.6% | +80.7% |
| All | +0.8% | +2,860.1% | -2,859.3% | +19.7% |
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