+51.1%
HBAN vs DLR
+3,609.2%
-3,558.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -1.5% | +2.9% | -4.4% | -3.1% |
| 30D | -5.5% | -1.2% | -4.4% | -5.0% |
| 3M | -0.2% | +2.9% | -3.2% | -3.1% |
| 6M | +5.2% | +6.7% | -1.5% | -0.1% |
| YTD | -2.3% | +23.9% | -26.2% | -15.6% |
| 1Y | -2.2% | +18.6% | -20.8% | -13.9% |
| 3Y | +73.8% | +59.7% | +14.2% | +22.2% |
| 5Y | +35.2% | +42.1% | -6.8% | -4.4% |
| 10Y | +155.4% | +176.7% | -21.3% | -5.3% |
| All | +51.1% | +3,609.2% | -3,558.1% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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