+803.7%
B vs HBAN
+795.1%
+8.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +0.7% | -2.2% | -1.6% |
| 30D | +9.4% | -3.2% | +12.7% | +9.5% |
| 3M | +5.0% | +4.0% | +1.0% | +4.9% |
| 6M | -3.5% | +3.1% | -6.7% | -3.6% |
| YTD | +4.5% | 0.0% | +4.4% | +4.4% |
| 1Y | +67.8% | -1.2% | +69.0% | +67.7% |
| 3Y | +196.7% | +72.5% | +124.2% | +193.0% |
| 5Y | +151.9% | +39.3% | +112.6% | +149.3% |
| 10Y | +202.2% | +157.3% | +44.8% | +192.6% |
| All | +803.7% | +795.1% | +8.6% | +1,025.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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