+88.2%
HBAN vs AGG
+96.0%
-7.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.7% |
| 7D | -1.0% | -1.1% | +0.1% | -1.8% |
| 30D | -5.6% | -1.1% | -4.5% | -6.4% |
| 3M | -1.1% | -1.9% | +0.8% | -2.7% |
| 6M | +9.9% | -1.7% | +11.6% | +8.2% |
| YTD | -0.9% | -1.3% | +0.4% | -2.1% |
| 1Y | -1.4% | -0.7% | -0.7% | -2.1% |
| 3Y | +78.2% | +12.5% | +65.7% | +96.8% |
| 5Y | +37.0% | -2.5% | +39.5% | +27.8% |
| 10Y | +158.9% | +14.2% | +144.7% | +198.8% |
| All | +88.2% | +96.0% | -7.8% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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