+36.3%
HBAN vs DG
-37.9%
+74.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | -1.0% | -6.5% | +5.5% | -0.4% |
| 30D | -5.6% | +4.2% | -9.8% | -6.0% |
| 3M | -1.1% | +9.5% | -10.7% | -2.0% |
| 6M | +9.9% | -13.1% | +23.0% | +10.8% |
| YTD | -0.9% | -4.8% | +3.9% | -0.9% |
| 1Y | -1.4% | +20.6% | -22.0% | -3.4% |
| 3Y | +78.2% | +4.9% | +73.3% | +75.7% |
| All | +36.3% | -37.9% | +74.2% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling