+63.5%
HBAN vs A
+442.2%
-378.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.7% |
| 7D | +2.1% | -2.1% | +4.1% | +2.8% |
| 30D | -4.5% | +0.6% | -5.1% | -4.9% |
| 3M | +2.6% | +10.9% | -8.3% | -1.3% |
| 6M | +4.7% | +28.2% | -23.4% | -4.5% |
| YTD | -1.5% | +8.6% | -10.1% | -5.4% |
| 1Y | -1.9% | +15.5% | -17.5% | -8.0% |
| 3Y | +75.2% | +31.8% | +43.4% | +55.6% |
| 5Y | +37.2% | -14.9% | +52.1% | +38.1% |
| 10Y | +156.6% | +237.8% | -81.2% | +67.4% |
| All | +63.5% | +442.2% | -378.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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