+329.1%
HBAN vs BWA
+3,424.3%
-3,095.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | +2.1% | +4.3% | -2.2% | 0.0% |
| 30D | -4.5% | -2.9% | -1.6% | -3.3% |
| 3M | +2.6% | -12.4% | +15.0% | +8.5% |
| 6M | +4.7% | +28.6% | -23.8% | -9.6% |
| YTD | -1.5% | +48.2% | -49.8% | -23.1% |
| 1Y | -1.9% | +50.9% | -52.9% | -24.4% |
| 3Y | +75.2% | +72.2% | +3.0% | +22.4% |
| 5Y | +37.2% | +91.1% | -53.9% | -10.8% |
| 10Y | +156.6% | +144.0% | +12.6% | +40.7% |
| All | +329.1% | +3,424.3% | -3,095.2% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling