+400.4%
HBAN vs BAH
+876.9%
-476.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.3% |
| 7D | +2.1% | -4.3% | +6.4% | +3.3% |
| 30D | -4.5% | -4.5% | 0.0% | -3.5% |
| 3M | +2.6% | -7.6% | +10.2% | +4.1% |
| 6M | +4.7% | -10.6% | +15.3% | +6.7% |
| YTD | -1.5% | -12.6% | +11.0% | +0.1% |
| 1Y | -1.9% | -27.0% | +25.1% | +4.6% |
| 3Y | +75.2% | -31.5% | +106.7% | +81.6% |
| 5Y | +37.2% | -3.8% | +41.0% | +25.1% |
| 10Y | +156.6% | +183.9% | -27.3% | +61.5% |
| All | +400.4% | +876.9% | -476.4% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling