+36.0%
HBAN vs BAH
+1.2%
+34.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | -0.2% |
| 7D | -1.9% | +2.4% | -4.4% | -2.4% |
| 30D | -5.9% | -2.9% | -2.9% | -5.5% |
| 3M | +0.2% | -1.3% | +1.6% | +0.2% |
| 6M | +6.6% | -0.9% | +7.5% | +6.1% |
| YTD | -1.7% | -8.2% | +6.5% | -1.4% |
| 1Y | -1.7% | -24.0% | +22.3% | +2.1% |
| 3Y | +74.9% | -28.1% | +103.0% | +71.5% |
| 5Y | +36.0% | +2.5% | +33.5% | +21.8% |
| All | +36.0% | +1.2% | +34.7% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling