+213.9%
HPQ vs FITB
+287.0%
-73.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.2% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +9.7% | -5.1% | +14.9% | +12.4% |
| 3M | +32.7% | +3.5% | +29.2% | +30.2% |
| 6M | +77.7% | +17.2% | +60.5% | +63.0% |
| YTD | +51.0% | +17.6% | +33.3% | +37.4% |
| 1Y | +18.4% | +23.4% | -5.0% | +5.2% |
| 3Y | +25.6% | +129.7% | -104.2% | -18.6% |
| 5Y | +38.6% | +68.4% | -29.8% | +1.5% |
| All | +213.9% | +287.0% | -73.1% | +47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling