+190.8%
HBAN vs ALLE
+340.4%
-149.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.2% |
| 7D | -1.1% | -0.8% | -0.3% | -0.6% |
| 30D | +3.1% | +27.4% | -24.2% | -11.3% |
| 3M | -9.8% | +13.8% | -23.6% | -17.1% |
| 6M | +1.4% | +45.5% | -44.1% | -20.9% |
| YTD | -5.8% | +21.4% | -27.2% | -18.6% |
| 1Y | +4.2% | +15.4% | -11.1% | -7.0% |
| 3Y | +74.9% | +91.7% | -16.8% | +10.4% |
| 5Y | +21.7% | +54.5% | -32.9% | -13.9% |
| 10Y | +106.1% | +210.5% | -104.5% | -2.3% |
| All | +190.8% | +340.4% | -149.6% | +19.0% |
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 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