+41.7%
HBAN vs AG
+445.6%
-403.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +0.7% | +1.0% | -0.4% | +0.6% |
| 30D | -3.2% | +19.2% | -22.4% | -4.7% |
| 3M | +4.0% | +6.2% | -2.2% | +3.0% |
| 6M | +3.1% | -26.7% | +29.8% | +4.8% |
| YTD | 0.0% | +26.1% | -26.1% | -3.4% |
| 1Y | -1.2% | +131.7% | -132.8% | -10.0% |
| 3Y | +72.5% | +255.3% | -182.9% | +47.5% |
| 5Y | +39.3% | +61.9% | -22.6% | +24.0% |
| 10Y | +157.3% | +72.0% | +85.3% | +109.1% |
| All | +41.7% | +445.6% | -403.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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