+190.1%
HBAN vs ALLE
+336.8%
-146.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +3.4% | +25.9% | -22.5% | -10.5% |
| 3M | -9.1% | +14.9% | -24.0% | -17.0% |
| 6M | +0.1% | +42.1% | -42.0% | -20.8% |
| YTD | -6.0% | +20.4% | -26.4% | -18.4% |
| 1Y | +4.0% | +14.9% | -10.8% | -6.9% |
| 3Y | +74.5% | +90.1% | -15.6% | +10.7% |
| 5Y | +24.3% | +53.0% | -28.6% | -11.4% |
| 10Y | +107.3% | +208.8% | -101.5% | -1.3% |
| All | +190.1% | +336.8% | -146.7% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling