+7.7%
HBAN vs ALB
-20.1%
+27.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | 0.0% |
| 7D | +0.7% | -8.1% | +8.7% | +0.9% |
| 30D | -3.2% | +6.3% | -9.5% | -3.4% |
| 3M | +4.0% | -23.6% | +27.5% | +5.3% |
| All | +7.7% | -20.1% | +27.7% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling