+32.9%
HBAN vs AG
+255.2%
-222.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +2.3% | -10.0% | +12.2% | +3.1% |
| 30D | +4.8% | -10.5% | +15.3% | +5.6% |
| 3M | -10.1% | -27.3% | +17.2% | -8.1% |
| 6M | +5.0% | -43.0% | +48.0% | +9.0% |
| YTD | -6.1% | -17.9% | +11.8% | -6.4% |
| 1Y | +4.6% | +11.9% | -7.3% | +1.4% |
| 3Y | +74.9% | +201.8% | -126.9% | +51.6% |
| 5Y | +21.4% | -0.1% | +21.5% | +12.3% |
| 10Y | +105.3% | +72.7% | +32.6% | +64.7% |
| All | +32.9% | +255.2% | -222.2% | -49.1% |
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