+345.9%
HBAN vs DRI
+7,577.6%
-7,231.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.4% |
| 30D | -3.2% | +3.8% | -7.1% | -4.9% |
| 3M | +4.0% | +13.0% | -9.1% | -1.6% |
| 6M | +3.1% | +8.3% | -5.2% | -0.9% |
| YTD | 0.0% | +20.6% | -20.6% | -8.2% |
| 1Y | -1.2% | +6.5% | -7.6% | -5.1% |
| 3Y | +72.5% | +53.7% | +18.8% | +41.0% |
| 5Y | +39.3% | +72.7% | -33.4% | +7.3% |
| 10Y | +157.3% | +363.2% | -205.8% | +25.2% |
| All | +345.9% | +7,577.6% | -7,231.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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