+780.7%
HBAN vs AEM
+3,461.2%
-2,680.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | -1.0% | -2.1% | +1.1% | -1.0% |
| 30D | -5.6% | +8.4% | -14.0% | -5.7% |
| 3M | -1.1% | +27.3% | -28.4% | -1.5% |
| 6M | +9.9% | -9.7% | +19.5% | +9.9% |
| YTD | -0.9% | +19.0% | -19.9% | -1.3% |
| 1Y | -1.4% | +31.5% | -32.9% | -1.9% |
| 3Y | +78.2% | +338.7% | -260.5% | +74.4% |
| 5Y | +37.0% | +307.4% | -270.4% | +33.9% |
| 10Y | +158.9% | +370.9% | -212.0% | +150.7% |
| All | +780.7% | +3,461.2% | -2,680.5% | +762.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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