+93.7%
HBAN vs AGI
+5,269.5%
-5,175.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.6% |
| 7D | -1.9% | -5.3% | +3.3% | -1.9% |
| 30D | -5.9% | +6.8% | -12.6% | -5.9% |
| 3M | +0.2% | +8.3% | -8.1% | +0.1% |
| 6M | +6.6% | -29.2% | +35.9% | +6.9% |
| YTD | -1.7% | -7.3% | +5.5% | -1.8% |
| 1Y | -1.7% | +8.0% | -9.7% | -1.9% |
| 3Y | +74.9% | +206.6% | -131.7% | +72.3% |
| 5Y | +36.0% | +398.1% | -362.2% | +33.2% |
| 10Y | +156.9% | +384.0% | -227.0% | +150.1% |
| All | +93.7% | +5,269.5% | -5,175.9% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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