+789.5%
HBAN vs COO
+5,988.7%
-5,199.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +0.7% | -2.2% | +2.9% | +0.9% |
| 30D | -3.2% | -7.0% | +3.8% | -2.5% |
| 3M | +4.0% | +12.2% | -8.3% | +2.6% |
| 6M | +3.1% | -15.1% | +18.3% | +4.8% |
| YTD | 0.0% | -15.1% | +15.1% | +1.7% |
| 1Y | -1.2% | +2.3% | -3.5% | -1.6% |
| 3Y | +72.5% | -23.7% | +96.1% | +76.3% |
| 5Y | +39.3% | -38.9% | +78.2% | +45.0% |
| 10Y | +157.3% | +49.9% | +107.4% | +147.2% |
| All | +789.5% | +5,988.7% | -5,199.2% | +646.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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