+74.6%
BA vs HBAN
+154.3%
-79.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.6% |
| 7D | -1.2% | -1.5% | +0.3% | -0.3% |
| 30D | -11.3% | -5.5% | -5.8% | -8.2% |
| 3M | -3.8% | -0.2% | -3.5% | -4.0% |
| 6M | -8.3% | +5.2% | -13.4% | -11.5% |
| YTD | -4.9% | -2.3% | -2.6% | -5.1% |
| 1Y | -10.1% | -2.2% | -7.9% | -10.9% |
| 3Y | -2.3% | +73.8% | -76.1% | -35.8% |
| 5Y | -3.5% | +35.2% | -38.7% | -28.8% |
| 10Y | +74.6% | +155.4% | -80.8% | -18.2% |
| All | +74.6% | +154.3% | -79.8% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling