+621.7%
HPE vs FITB
+320.1%
+301.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | -2.3% | -4.7% | +2.4% | +0.4% |
| 3M | -2.9% | +6.7% | -9.5% | -6.5% |
| 6M | +143.6% | +12.6% | +131.0% | +127.3% |
| YTD | +118.5% | +19.1% | +99.4% | +97.1% |
| 1Y | +129.2% | +22.6% | +106.6% | +103.6% |
| 3Y | +212.5% | +127.1% | +85.4% | +99.6% |
| 5Y | +286.9% | +71.8% | +215.1% | +176.4% |
| 10Y | +432.3% | +287.2% | +145.2% | +119.5% |
| All | +621.7% | +320.1% | +301.7% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling