+38.8%
HBAN vs COMP
-31.2%
+70.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | -3.2% | -13.3% | +10.1% | -1.7% |
| 3M | +4.0% | +41.1% | -37.2% | -0.7% |
| 6M | +3.1% | +17.2% | -14.0% | -0.2% |
| YTD | 0.0% | +5.2% | -5.2% | -2.2% |
| 1Y | -1.2% | +18.9% | -20.1% | -5.2% |
| 3Y | +72.5% | +215.9% | -143.4% | +42.2% |
| All | +38.8% | -31.2% | +70.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling