+228.0%
HBAN vs AR
-27.2%
+255.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.7% | +2.5% | -1.8% | +0.2% |
| 30D | -3.2% | +14.8% | -18.0% | -5.8% |
| 3M | +4.0% | +6.2% | -2.3% | +2.4% |
| 6M | +3.1% | +4.3% | -1.1% | +1.4% |
| YTD | 0.0% | +14.4% | -14.3% | -3.7% |
| 1Y | -1.2% | +21.3% | -22.5% | -6.5% |
| 3Y | +72.5% | +39.8% | +32.7% | +55.0% |
| 5Y | +39.3% | +142.1% | -102.8% | +8.0% |
| 10Y | +157.3% | +52.0% | +105.3% | +59.1% |
| All | +228.0% | -27.2% | +255.2% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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