+35.2%
HBAN vs ACM
+2.7%
+32.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.7% |
| 7D | -1.5% | -3.7% | +2.2% | +0.3% |
| 30D | -5.5% | -12.7% | +7.1% | +0.2% |
| 3M | -0.2% | -9.8% | +9.6% | +3.4% |
| 6M | +5.2% | -31.4% | +36.6% | +26.4% |
| YTD | -2.3% | -32.1% | +29.8% | +17.0% |
| 1Y | -2.2% | -47.8% | +45.6% | +36.1% |
| 3Y | +73.8% | -22.1% | +95.9% | +82.3% |
| 5Y | +35.2% | +1.8% | +33.4% | +18.8% |
| All | +35.2% | +2.7% | +32.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling