+94.1%
HUT vs FITB
+71.1%
+23.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.0% | +7.0% |
| 7D | +28.3% | +2.8% | +25.4% | +24.9% |
| 30D | +12.3% | -4.5% | +16.8% | +17.2% |
| 3M | -16.8% | +5.7% | -22.5% | -22.5% |
| 6M | +111.4% | +17.1% | +94.3% | +78.0% |
| YTD | +116.6% | +18.3% | +98.2% | +78.6% |
| 1Y | +290.5% | +23.9% | +266.6% | +208.7% |
| 3Y | +792.3% | +131.1% | +661.2% | +303.2% |
| 5Y | +94.1% | +71.1% | +23.0% | +34.9% |
| All | +94.1% | +71.1% | +23.0% | +34.9% |
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 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