+362.8%
HPE vs FITB
+70.3%
+292.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.5% |
| 7D | +13.6% | -0.4% | +14.0% | +13.9% |
| 30D | +7.7% | -5.1% | +12.9% | +11.0% |
| 3M | +22.4% | +3.5% | +18.8% | +19.6% |
| 6M | +172.6% | +17.2% | +155.4% | +147.4% |
| YTD | +147.5% | +17.6% | +129.9% | +123.2% |
| 1Y | +151.8% | +23.4% | +128.4% | +121.1% |
| 3Y | +267.1% | +129.7% | +137.3% | +132.2% |
| 5Y | +362.8% | +68.4% | +294.3% | +232.3% |
| All | +362.8% | +70.3% | +292.5% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling