+153.3%
HBAN vs ALB
+84.6%
+68.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.4% |
| 7D | -1.9% | -7.6% | +5.7% | +0.1% |
| 30D | -5.9% | -5.6% | -0.2% | -4.7% |
| 3M | +0.2% | -16.8% | +17.1% | +4.4% |
| 6M | +6.6% | -26.3% | +33.0% | +13.1% |
| YTD | -1.7% | -13.2% | +11.5% | -2.2% |
| 1Y | -1.7% | +68.8% | -70.5% | -21.5% |
| 3Y | +74.9% | -30.7% | +105.6% | +69.9% |
| 5Y | +36.0% | -46.3% | +82.2% | +34.7% |
| All | +153.3% | +84.6% | +68.7% | +42.5% |
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