+155.4%
HBAN vs ACWI
+226.5%
-71.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | 0.0% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.5% | -0.6% | -4.9% | -4.9% |
| 3M | -0.2% | +4.3% | -4.5% | -5.4% |
| 6M | +5.2% | +12.7% | -7.5% | -9.6% |
| YTD | -2.3% | +13.9% | -16.2% | -17.2% |
| 1Y | -2.2% | +20.5% | -22.7% | -22.8% |
| 3Y | +73.8% | +76.5% | -2.7% | -13.6% |
| 5Y | +35.2% | +67.5% | -32.3% | -27.8% |
| 10Y | +155.4% | +231.8% | -76.5% | -39.0% |
| All | +155.4% | +226.5% | -71.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling