-2.2%
HBAN vs BAH
-24.3%
+22.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.1% |
| 7D | -1.9% | +2.4% | -4.4% | -2.2% |
| 30D | -5.9% | -2.9% | -2.9% | -5.6% |
| 3M | +0.2% | -1.3% | +1.6% | +0.6% |
| 6M | +6.6% | -0.9% | +7.5% | +6.4% |
| YTD | -1.7% | -8.2% | +6.5% | -2.2% |
| All | -2.2% | -24.3% | +22.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling