+789.5%
HBAN vs AA
+295.2%
+494.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | +0.7% | -0.7% | +1.3% | +0.9% |
| 30D | -3.2% | +5.0% | -8.2% | -5.3% |
| 3M | +4.0% | -35.8% | +39.8% | +19.2% |
| 6M | +3.1% | -18.4% | +21.5% | +6.8% |
| YTD | 0.0% | -5.5% | +5.5% | -2.8% |
| 1Y | -1.2% | +61.0% | -62.1% | -22.0% |
| 3Y | +72.5% | +66.2% | +6.3% | +24.7% |
| 5Y | +39.3% | +11.4% | +27.9% | +2.9% |
| 10Y | +157.3% | +116.9% | +40.5% | +18.5% |
| All | +789.5% | +295.2% | +494.4% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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