+36.3%
HBAN vs AU
+686.2%
-649.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -1.0% | -4.3% | +3.3% | -0.9% |
| 30D | -5.6% | +7.3% | -12.9% | -5.8% |
| 3M | -1.1% | +26.3% | -27.5% | -1.9% |
| 6M | +9.9% | +1.8% | +8.1% | +9.4% |
| YTD | -0.9% | +26.8% | -27.8% | -1.9% |
| 1Y | -1.4% | +66.7% | -68.1% | -2.8% |
| 3Y | +78.2% | +579.1% | -500.9% | +68.4% |
| All | +36.3% | +686.2% | -649.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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