+187.2%
HBAN vs AMC
-98.1%
+285.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.4% |
| 7D | +0.7% | +2.3% | -1.7% | +0.5% |
| 30D | -3.2% | -0.7% | -2.5% | -3.3% |
| 3M | +4.0% | +35.2% | -31.2% | +2.0% |
| 6M | +3.1% | +124.6% | -121.4% | -1.3% |
| YTD | 0.0% | +69.9% | -69.8% | -3.3% |
| 1Y | -1.2% | -2.6% | +1.4% | -2.4% |
| 3Y | +72.5% | -79.8% | +152.2% | +76.0% |
| 5Y | +39.3% | -99.4% | +138.7% | +54.9% |
| 10Y | +157.3% | -98.9% | +256.2% | +140.9% |
| All | +187.2% | -98.1% | +285.2% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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