+775.4%
HBAN vs DD
+959.7%
-184.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.1% | -0.6% | +2.7% | +2.4% |
| 30D | -4.5% | -7.4% | +2.9% | -0.4% |
| 3M | +2.6% | -6.4% | +9.0% | +6.0% |
| 6M | +4.7% | -2.5% | +7.2% | +5.0% |
| YTD | -1.5% | +10.2% | -11.8% | -8.4% |
| 1Y | -1.9% | +36.9% | -38.9% | -19.9% |
| 3Y | +75.2% | +47.0% | +28.2% | +33.7% |
| 5Y | +37.2% | +63.1% | -26.0% | -2.0% |
| 10Y | +156.6% | +68.2% | +88.4% | +72.9% |
| All | +775.4% | +959.7% | -184.3% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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