+51.1%
HBAN vs ACM
+230.8%
-179.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.7% | -3.7% | +4.4% | +3.1% |
| 30D | -3.2% | -11.1% | +7.9% | +2.8% |
| 3M | +4.0% | -8.0% | +11.9% | +7.2% |
| 6M | +3.1% | -29.7% | +32.8% | +25.0% |
| YTD | 0.0% | -29.4% | +29.4% | +19.8% |
| 1Y | -1.2% | -46.4% | +45.2% | +39.8% |
| 3Y | +72.5% | -22.3% | +94.8% | +88.9% |
| 5Y | +39.3% | +4.5% | +34.8% | +23.4% |
| 10Y | +157.3% | +127.6% | +29.7% | +28.4% |
| All | +51.1% | +230.8% | -179.7% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling