+249.2%
HPE vs FITB
+133.7%
+115.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.2% |
| 7D | +10.1% | +2.8% | +7.3% | +8.3% |
| 30D | +5.3% | -4.5% | +9.8% | +8.4% |
| 3M | +12.7% | +5.7% | +7.0% | +8.3% |
| 6M | +167.7% | +17.1% | +150.5% | +140.0% |
| YTD | +135.5% | +18.3% | +117.1% | +108.4% |
| 1Y | +143.4% | +23.9% | +119.5% | +108.8% |
| 3Y | +249.2% | +131.1% | +118.1% | +121.2% |
| All | +249.2% | +133.7% | +115.5% | +121.2% |
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