+13.1%
HPQ vs FITB
+48.6%
-35.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.1% |
| 7D | +3.2% | +2.8% | +0.4% | +1.8% |
| 30D | -3.6% | +9.8% | -13.4% | -7.7% |
| 3M | -5.3% | -5.2% | -0.1% | -3.0% |
| 6M | +41.1% | +17.3% | +23.8% | +30.0% |
| YTD | +36.9% | +19.3% | +17.6% | +23.7% |
| 1Y | +23.5% | +32.7% | -9.2% | +5.7% |
| 3Y | +19.6% | +141.6% | -122.0% | -23.3% |
| All | +13.1% | +48.6% | -35.5% | -9.0% |
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