+100.8%
HBAN vs ALB
+32.4%
+68.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | +2.3% | -5.8% | +8.0% | +3.9% |
| 30D | +4.8% | -4.5% | +9.3% | +5.8% |
| 3M | -10.1% | -28.1% | +18.0% | -2.3% |
| 6M | +5.0% | -53.2% | +58.2% | +27.4% |
| YTD | -6.1% | -33.3% | +27.2% | -0.1% |
| 1Y | +4.6% | -17.4% | +22.0% | +3.9% |
| 3Y | +74.9% | -14.1% | +89.1% | +53.9% |
| 5Y | +21.4% | -64.0% | +85.5% | +36.7% |
| All | +100.8% | +32.4% | +68.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling