+37.2%
HBAN vs ALLE
+17.0%
+20.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +2.1% | +2.8% | -0.7% | +0.7% |
| 30D | -4.5% | -7.6% | +3.1% | -0.6% |
| 3M | +2.6% | +22.8% | -20.2% | -9.1% |
| 6M | +4.7% | +4.6% | +0.1% | +1.1% |
| YTD | -1.5% | -1.2% | -0.3% | -2.6% |
| 1Y | -1.9% | -9.1% | +7.2% | +1.6% |
| 3Y | +75.2% | +50.0% | +25.2% | +32.6% |
| 5Y | +37.2% | +15.2% | +21.9% | +20.2% |
| All | +37.2% | +17.0% | +20.2% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling