+775.4%
HBAN vs BAX
+862.9%
-87.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.3% |
| 7D | +2.1% | -2.4% | +4.5% | +2.9% |
| 30D | -4.5% | -9.7% | +5.2% | -1.3% |
| 3M | +2.6% | +29.3% | -26.7% | -6.6% |
| 6M | +4.7% | +40.7% | -35.9% | -7.7% |
| YTD | -1.5% | +30.3% | -31.8% | -11.7% |
| 1Y | -1.9% | +3.4% | -5.3% | -5.7% |
| 3Y | +75.2% | -32.0% | +107.2% | +88.4% |
| 5Y | +37.2% | -66.9% | +104.1% | +85.3% |
| 10Y | +156.6% | -37.1% | +193.7% | +175.4% |
| All | +775.4% | +862.9% | -87.4% | +379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling