+729.8%
HBAN vs D
+2,409.5%
-1,679.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.8% | -3.1% | +3.8% | +2.2% |
| 30D | +3.2% | +8.4% | -5.1% | -0.7% |
| 3M | -11.1% | +0.2% | -11.3% | -11.3% |
| 6M | +1.2% | +9.5% | -8.3% | -3.5% |
| YTD | -6.7% | +18.8% | -25.5% | -14.6% |
| 1Y | +2.4% | +14.7% | -12.3% | -4.9% |
| 3Y | +73.3% | +72.9% | +0.3% | +29.9% |
| 5Y | +20.7% | +13.1% | +7.6% | +8.7% |
| 10Y | +104.1% | +47.2% | +57.0% | +54.9% |
| All | +729.8% | +2,409.5% | -1,679.7% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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