+734.5%
HBAN vs APD
+6,473.2%
-5,738.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +2.3% | +3.8% | -1.6% | +0.3% |
| 30D | +4.8% | +8.2% | -3.4% | +0.6% |
| 3M | -10.1% | +4.3% | -14.4% | -12.2% |
| 6M | +5.0% | +4.7% | +0.3% | +1.7% |
| YTD | -6.1% | +31.5% | -37.7% | -19.8% |
| 1Y | +4.6% | +23.5% | -19.0% | -8.0% |
| 3Y | +74.9% | +29.1% | +45.8% | +45.9% |
| 5Y | +21.4% | +15.9% | +5.5% | +4.9% |
| 10Y | +105.3% | +191.9% | -86.6% | +8.2% |
| All | +734.5% | +6,473.2% | -5,738.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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