+100.8%
HBAN vs CAPR
-65.7%
+166.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +0.7% |
| 7D | +2.3% | +5.9% | -3.6% | +2.1% |
| 30D | +4.8% | +44.6% | -39.8% | +4.0% |
| 3M | -10.1% | +126.4% | -136.5% | -11.8% |
| 6M | +5.0% | -68.6% | +73.6% | +5.6% |
| YTD | -6.1% | -67.0% | +60.8% | -5.8% |
| 1Y | +4.6% | +65.2% | -60.6% | -2.0% |
| 3Y | +74.9% | +235.6% | -160.6% | +56.9% |
| 5Y | +21.4% | +175.4% | -154.0% | +7.9% |
| All | +100.8% | -65.7% | +166.5% | +67.9% |
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