+26.8%
HBAN vs COMP
-49.2%
+76.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.2% |
| 7D | -0.6% | +14.5% | -15.1% | -2.3% |
| 30D | +3.9% | +14.9% | -11.0% | +2.0% |
| 3M | -8.4% | -14.2% | +5.8% | -7.2% |
| 6M | +0.6% | +23.7% | -23.1% | -2.8% |
| YTD | -5.5% | +2.1% | -7.6% | -7.6% |
| 1Y | +5.4% | +26.2% | -20.8% | +0.5% |
| 3Y | +76.7% | +470.9% | -394.2% | +38.0% |
| 5Y | +25.1% | -14.0% | +39.2% | +9.8% |
| All | +26.8% | -49.2% | +76.0% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling