+1,315.5%
FERG vs HBAN
+681.2%
+634.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.1% |
| 30D | -15.1% | -5.5% | -9.5% | -14.4% |
| 3M | -4.8% | -0.2% | -4.6% | -4.9% |
| 6M | -2.5% | +5.2% | -7.6% | -3.1% |
| YTD | +1.8% | -2.3% | +4.1% | +2.0% |
| 1Y | -0.3% | -2.2% | +1.9% | -0.3% |
| 3Y | +52.9% | +73.8% | -20.9% | +43.4% |
| 5Y | +69.3% | +35.2% | +34.1% | +61.4% |
| 10Y | +352.7% | +155.4% | +197.3% | +316.7% |
| All | +1,315.5% | +681.2% | +634.3% | +1,300.0% |
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