+297.8%
HBAN vs AMBA
+837.3%
-539.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +0.7% | -11.0% | +11.6% | +2.5% |
| 30D | -3.2% | -23.2% | +19.9% | +0.8% |
| 3M | +4.0% | -12.7% | +16.7% | +3.9% |
| 6M | +3.1% | +11.2% | -8.1% | -2.4% |
| YTD | 0.0% | -11.2% | +11.3% | -2.1% |
| 1Y | -1.2% | -22.5% | +21.4% | -2.1% |
| 3Y | +72.5% | -1.3% | +73.8% | +57.2% |
| 5Y | +39.3% | -54.2% | +93.5% | +34.6% |
| 10Y | +157.3% | -6.1% | +163.5% | +105.5% |
| All | +297.8% | +837.3% | -539.5% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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