+100.6%
HBAN vs BNS
+1,476.3%
-1,375.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.2% |
| 7D | -1.9% | -2.2% | +0.3% | +0.2% |
| 30D | -5.9% | +4.5% | -10.3% | -10.3% |
| 3M | +0.2% | +14.9% | -14.6% | -13.3% |
| 6M | +6.6% | +32.5% | -25.8% | -19.9% |
| YTD | -1.7% | +28.6% | -30.3% | -24.2% |
| 1Y | -1.7% | +48.4% | -50.1% | -34.4% |
| 3Y | +74.9% | +130.8% | -55.9% | -26.0% |
| 5Y | +36.0% | +94.8% | -58.8% | -32.4% |
| 10Y | +156.9% | +184.3% | -27.4% | -12.1% |
| All | +100.6% | +1,476.3% | -1,375.7% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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