+41.7%
HBAN vs ACM
+252.1%
-210.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +2.3% | +5.6% | -3.4% | -1.3% |
| 30D | +4.8% | +20.8% | -16.1% | -7.3% |
| 3M | -10.1% | +11.4% | -21.5% | -16.8% |
| 6M | +5.0% | +0.9% | +4.1% | +1.4% |
| YTD | -6.1% | -24.8% | +18.7% | +7.6% |
| 1Y | +4.6% | -46.4% | +51.0% | +48.2% |
| 3Y | +74.9% | -9.2% | +84.2% | +72.6% |
| 5Y | +21.4% | +5.0% | +16.5% | +7.5% |
| 10Y | +105.3% | +130.6% | -25.3% | +1.9% |
| All | +41.7% | +252.1% | -210.4% | -47.0% |
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