+74.5%
HBAN vs ALLE
+92.8%
-18.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +3.4% | +25.9% | -22.5% | -6.3% |
| 3M | -9.1% | +14.9% | -24.0% | -14.4% |
| 6M | +0.1% | +42.1% | -42.0% | -15.2% |
| YTD | -6.0% | +20.4% | -26.4% | -14.3% |
| 1Y | +4.0% | +14.9% | -10.8% | -2.6% |
| 3Y | +74.5% | +90.1% | -15.6% | +13.0% |
| All | +74.5% | +92.8% | -18.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling