+780.7%
HBAN vs ADSK
+4,774.6%
-3,994.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.0% | -2.5% | +1.5% | -0.4% |
| 30D | -5.6% | -14.9% | +9.3% | -2.2% |
| 3M | -1.1% | +3.3% | -4.5% | -2.7% |
| 6M | +9.9% | -15.7% | +25.5% | +12.8% |
| YTD | -0.9% | -28.2% | +27.3% | +5.3% |
| 1Y | -1.4% | -34.5% | +33.2% | +7.2% |
| 3Y | +78.2% | -2.9% | +81.1% | +74.6% |
| 5Y | +37.0% | -25.3% | +62.3% | +39.0% |
| 10Y | +158.9% | +217.8% | -58.9% | +79.3% |
| All | +780.7% | +4,774.6% | -3,994.0% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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