+64.6%
HBAN vs ALNY
+3,976.7%
-3,912.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.0% | -6.5% | +5.6% | +0.2% |
| 30D | -5.6% | +11.0% | -16.6% | -7.5% |
| 3M | -1.1% | -14.1% | +12.9% | 0.0% |
| 6M | +9.9% | -22.4% | +32.3% | +13.0% |
| YTD | -0.9% | -37.5% | +36.5% | +5.6% |
| 1Y | -1.4% | -46.9% | +45.5% | +7.9% |
| 3Y | +78.2% | +22.1% | +56.1% | +61.9% |
| 5Y | +37.0% | +31.2% | +5.8% | +16.9% |
| 10Y | +158.9% | +256.3% | -97.4% | +53.0% |
| All | +64.6% | +3,976.7% | -3,912.2% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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