+2,627.7%
HPQ vs FITB
+2,860.1%
-232.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | +3.2% | +2.8% | +0.4% | +2.5% |
| 30D | -3.6% | +9.8% | -13.4% | -5.8% |
| 3M | -5.3% | -5.2% | -0.1% | -4.0% |
| 6M | +41.1% | +17.3% | +23.8% | +35.3% |
| YTD | +36.9% | +19.3% | +17.6% | +30.2% |
| 1Y | +23.5% | +32.7% | -9.2% | +14.5% |
| 3Y | +19.6% | +141.6% | -122.0% | -4.3% |
| 5Y | +11.4% | +48.9% | -37.4% | -1.0% |
| 10Y | +160.6% | +216.5% | -55.9% | +89.7% |
| All | +2,627.7% | +2,860.1% | -232.4% | +778.8% |
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