+20.7%
HBAN vs ALB
-63.0%
+83.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.7% |
| 7D | +0.8% | -3.6% | +4.3% | +1.5% |
| 30D | +3.2% | -2.9% | +6.1% | +3.6% |
| 3M | -11.1% | -25.8% | +14.8% | -6.1% |
| 6M | +1.2% | -53.6% | +54.8% | +17.0% |
| YTD | -6.7% | -32.4% | +25.7% | -2.7% |
| 1Y | +2.4% | -13.0% | +15.4% | +0.3% |
| 3Y | +73.3% | -15.0% | +88.3% | +56.5% |
| 5Y | +20.7% | -63.5% | +84.3% | +30.9% |
| All | +20.7% | -63.0% | +83.7% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling