+243.1%
HBAN vs ALM
+3,551.9%
-3,308.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.2% | +0.5% |
| 7D | +2.3% | +1.2% | +1.0% | +2.3% |
| 30D | +4.8% | -19.3% | +24.1% | +4.8% |
| 3M | -10.1% | -40.6% | +30.6% | -9.9% |
| 6M | +5.0% | -57.9% | +62.9% | +5.3% |
| YTD | -6.1% | -6.7% | +0.6% | -6.2% |
| 1Y | +4.6% | +20.2% | -15.6% | +4.4% |
| 3Y | +74.9% | +879.4% | -804.5% | +73.5% |
| 5Y | +21.4% | +415.3% | -393.8% | +20.5% |
| 10Y | +105.3% | +2,100.8% | -1,995.5% | +102.9% |
| All | +243.1% | +3,551.9% | -3,308.8% | +237.4% |
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