+19.2%
HPQ vs FITB
+129.5%
-110.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -0.5% | +2.8% | -3.3% | -1.7% |
| 30D | +3.7% | -4.5% | +8.2% | +5.8% |
| 3M | +24.3% | +5.7% | +18.7% | +20.8% |
| 6M | +64.8% | +17.1% | +47.6% | +51.7% |
| YTD | +43.9% | +18.3% | +25.6% | +30.6% |
| 1Y | +11.7% | +23.9% | -12.2% | -1.3% |
| All | +19.2% | +129.5% | -110.3% | -15.3% |
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 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