+664.5%
HBAN vs DG
+577.8%
+86.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.9% |
| 7D | +2.1% | -2.5% | +4.5% | +2.5% |
| 30D | -4.5% | +1.0% | -5.5% | -4.8% |
| 3M | +2.6% | +20.3% | -17.8% | -1.0% |
| 6M | +4.7% | -11.7% | +16.5% | +6.5% |
| YTD | -1.5% | -2.3% | +0.8% | -1.8% |
| 1Y | -1.9% | +20.0% | -21.9% | -6.1% |
| 3Y | +75.2% | +7.2% | +68.0% | +65.8% |
| 5Y | +37.2% | -37.9% | +75.1% | +44.5% |
| 10Y | +156.6% | +107.3% | +49.3% | +91.9% |
| All | +664.5% | +577.8% | +86.7% | +300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling