+153.3%
HBAN vs CAPR
-78.6%
+231.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.7% |
| 7D | -1.9% | -10.6% | +8.6% | -1.7% |
| 30D | -5.9% | +111.2% | -117.0% | -7.4% |
| 3M | +0.2% | -67.2% | +67.5% | +1.0% |
| 6M | +6.6% | -75.1% | +81.8% | +7.9% |
| YTD | -1.7% | -71.2% | +69.5% | -1.0% |
| 1Y | -1.7% | +31.1% | -32.8% | -7.5% |
| 3Y | +74.9% | +31.3% | +43.6% | +59.9% |
| 5Y | +36.0% | +69.4% | -33.4% | +22.2% |
| All | +153.3% | -78.6% | +231.9% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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