+773.9%
HBAN vs AFL
+18,431.1%
-17,657.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -1.9% | -3.3% | +1.4% | +0.2% |
| 30D | -5.9% | -5.0% | -0.9% | -2.8% |
| 3M | +0.2% | -1.8% | +2.0% | +1.1% |
| 6M | +6.6% | +4.8% | +1.8% | +2.9% |
| YTD | -1.7% | +5.4% | -7.1% | -5.6% |
| 1Y | -1.7% | +9.0% | -10.7% | -7.7% |
| 3Y | +74.9% | +63.0% | +11.9% | +24.7% |
| 5Y | +36.0% | +134.5% | -98.5% | -22.3% |
| 10Y | +156.9% | +298.6% | -141.7% | +5.1% |
| All | +773.9% | +18,431.1% | -17,657.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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