+74.9%
HBAN vs ALM
+909.2%
-834.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.2% | +0.1% |
| 7D | +2.3% | +1.2% | +1.0% | +2.1% |
| 30D | +4.8% | -19.3% | +24.1% | +5.9% |
| 3M | -10.1% | -40.6% | +30.6% | -8.0% |
| 6M | +5.0% | -57.9% | +62.9% | +8.8% |
| YTD | -6.1% | -6.7% | +0.6% | -7.1% |
| 1Y | +4.6% | +20.2% | -15.6% | +2.0% |
| 3Y | +74.9% | +879.4% | -804.5% | +57.7% |
| All | +74.9% | +909.2% | -834.3% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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