+130.6%
HPE vs FITB
+24.5%
+106.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.7% | -6.5% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | +1.5% | -5.5% | +7.0% | +4.7% |
| 3M | +21.7% | +4.1% | +17.6% | +18.3% |
| 6M | +164.2% | +18.7% | +145.4% | +135.2% |
| YTD | +132.1% | +18.2% | +113.9% | +103.9% |
| 1Y | +130.6% | +23.7% | +107.0% | +89.1% |
| All | +130.6% | +24.5% | +106.1% | +89.1% |
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