+36.0%
HBAN vs ATI
+1,021.8%
-985.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.7% |
| 7D | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | -5.9% | -13.5% | +7.7% | -1.7% |
| 3M | +0.2% | +8.5% | -8.3% | -3.1% |
| 6M | +6.6% | +25.2% | -18.5% | -2.3% |
| YTD | -1.7% | +73.4% | -75.1% | -19.3% |
| 1Y | -1.7% | +160.5% | -162.2% | -30.0% |
| 3Y | +74.9% | +347.3% | -272.4% | -2.6% |
| 5Y | +36.0% | +1,049.0% | -1,013.0% | -43.4% |
| All | +36.0% | +1,021.8% | -985.8% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 5y: compounded portfolio wealth divided by compounded ATI 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…
5y analysis · Full analysis span regression · 6 months rolling