+259.9%
HBAN vs ALM
+8,394.4%
-8,134.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -1.6% |
| 7D | +2.1% | +8.4% | -6.4% | +2.0% |
| 30D | -4.5% | +34.8% | -39.3% | -4.6% |
| 3M | +2.6% | +16.2% | -13.7% | +2.5% |
| 6M | +4.7% | +2.1% | +2.6% | +4.7% |
| YTD | -1.5% | +117.0% | -118.6% | -1.9% |
| 1Y | -1.9% | +313.9% | -315.8% | -2.5% |
| 3Y | +75.2% | +2,327.9% | -2,252.7% | +73.2% |
| 5Y | +37.2% | +1,040.6% | -1,003.5% | +35.7% |
| 10Y | +156.6% | +3,219.4% | -3,062.9% | +153.0% |
| All | +259.9% | +8,394.4% | -8,134.5% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling