+658.6%
HBAN vs DG
+560.3%
+98.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | -1.5% | -4.8% | +3.3% | -0.6% |
| 30D | -5.5% | +1.8% | -7.3% | -5.9% |
| 3M | -0.2% | +14.5% | -14.7% | -2.8% |
| 6M | +5.2% | -13.6% | +18.7% | +7.3% |
| YTD | -2.3% | -4.8% | +2.5% | -2.2% |
| 1Y | -2.2% | +21.6% | -23.8% | -6.6% |
| 3Y | +73.8% | +4.5% | +69.4% | +65.3% |
| 5Y | +35.2% | -38.5% | +73.7% | +42.5% |
| 10Y | +155.4% | +102.2% | +53.2% | +91.8% |
| All | +658.6% | +560.3% | +98.3% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded DG 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling