+775.4%
HBAN vs AME
+18,712.3%
-17,936.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.1% | +2.8% | -0.7% | +0.7% |
| 30D | -4.5% | -6.3% | +1.8% | -1.4% |
| 3M | +2.6% | +5.4% | -2.8% | -0.4% |
| 6M | +4.7% | +7.4% | -2.7% | +0.6% |
| YTD | -1.5% | +16.2% | -17.7% | -9.1% |
| 1Y | -1.9% | +26.8% | -28.7% | -13.5% |
| 3Y | +75.2% | +57.5% | +17.7% | +38.4% |
| 5Y | +37.2% | +84.8% | -47.7% | +0.3% |
| 10Y | +156.6% | +424.3% | -267.7% | +19.4% |
| All | +775.4% | +18,712.3% | -17,936.8% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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