+118.0%
HBAN vs BG
+1,192.5%
-1,074.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.9% | +3.7% | -5.7% | -3.5% |
| 30D | -5.9% | +12.3% | -18.2% | -10.5% |
| 3M | +0.2% | -2.2% | +2.5% | +0.3% |
| 6M | +6.6% | +5.3% | +1.3% | +2.6% |
| YTD | -1.7% | +42.4% | -44.1% | -17.1% |
| 1Y | -1.7% | +55.2% | -56.9% | -20.8% |
| 3Y | +74.9% | +21.0% | +53.9% | +52.8% |
| 5Y | +36.0% | +87.1% | -51.2% | -5.0% |
| 10Y | +156.9% | +169.8% | -12.9% | +43.9% |
| All | +118.0% | +1,192.5% | -1,074.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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