+337.6%
HBAN vs AMCR
+96.6%
+241.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.9% | -5.0% | +3.0% | +0.1% |
| 30D | -5.9% | -8.0% | +2.1% | -2.7% |
| 3M | +0.2% | +14.3% | -14.0% | -5.5% |
| 6M | +6.6% | +5.3% | +1.3% | +3.4% |
| YTD | -1.7% | +7.7% | -9.4% | -6.2% |
| 1Y | -1.7% | +10.8% | -12.6% | -7.6% |
| 3Y | +74.9% | +9.6% | +65.3% | +63.1% |
| 5Y | +36.0% | -10.2% | +46.2% | +37.8% |
| 10Y | +156.9% | +16.5% | +140.4% | +130.8% |
| All | +337.6% | +96.6% | +241.0% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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