+36.3%
HBAN vs BAX
-68.1%
+104.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.2% |
| 7D | -1.0% | -7.9% | +6.9% | +1.3% |
| 30D | -5.6% | -11.7% | +6.1% | -2.3% |
| 3M | -1.1% | +16.2% | -17.3% | -5.8% |
| 6M | +9.9% | +32.0% | -22.1% | +0.6% |
| YTD | -0.9% | +24.7% | -25.7% | -8.5% |
| 1Y | -1.4% | -2.6% | +1.2% | -3.0% |
| 3Y | +78.2% | -35.0% | +113.2% | +92.6% |
| All | +36.3% | -68.1% | +104.4% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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