+563.1%
HPE vs FITB
+290.8%
+272.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.2% |
| 7D | +19.4% | -0.3% | +19.7% | +19.5% |
| 30D | +5.6% | -5.7% | +11.3% | +9.0% |
| 3M | +33.1% | +3.2% | +29.9% | +30.5% |
| 6M | +192.5% | +23.4% | +169.1% | +160.3% |
| YTD | +160.9% | +18.8% | +142.1% | +135.9% |
| 1Y | +155.0% | +25.0% | +130.0% | +124.6% |
| 3Y | +289.4% | +131.2% | +158.2% | +148.2% |
| 5Y | +395.7% | +70.7% | +325.0% | +257.4% |
| All | +563.1% | +290.8% | +272.3% | +207.0% |
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