+224.7%
HPE vs FITB
+144.0%
+80.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.4% |
| 7D | +7.9% | +2.8% | +5.1% | +6.1% |
| 30D | -23.5% | +9.8% | -33.3% | -28.0% |
| 3M | -19.1% | -5.2% | -13.9% | -16.4% |
| 6M | +51.4% | +17.3% | +34.1% | +35.2% |
| YTD | +103.4% | +19.3% | +84.1% | +77.4% |
| 1Y | +114.4% | +32.7% | +81.7% | +73.1% |
| 3Y | +224.7% | +141.6% | +83.1% | +89.1% |
| All | +224.7% | +144.0% | +80.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling