-33.8%
HUT vs FITB
+44.6%
-78.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.8% | +15.3% | +15.3% |
| 7D | -11.4% | -1.5% | -9.8% | -10.9% |
| 30D | -41.0% | +5.8% | -46.9% | -44.8% |
| 3M | -41.9% | -6.1% | -35.8% | -39.2% |
| 6M | -51.7% | +5.9% | -57.6% | -56.1% |
| YTD | +14.6% | +16.1% | -1.5% | -5.3% |
| 1Y | +21.4% | +28.8% | -7.4% | -9.3% |
| 3Y | +359.8% | +126.0% | +233.8% | +108.1% |
| All | -33.8% | +44.6% | -78.4% | -52.1% |
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