+155.3%
HBAN vs BWA
+156.8%
-1.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.3% |
| 30D | -5.6% | -2.9% | -2.7% | -4.4% |
| 3M | -1.1% | -10.7% | +9.6% | +3.9% |
| 6M | +9.9% | +26.5% | -16.6% | -5.3% |
| YTD | -0.9% | +49.1% | -50.0% | -24.7% |
| 1Y | -1.4% | +52.1% | -53.4% | -26.2% |
| 3Y | +78.2% | +72.6% | +5.6% | +19.2% |
| 5Y | +37.0% | +89.4% | -52.4% | -15.8% |
| All | +155.3% | +156.8% | -1.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling