+773.9%
HBAN vs DTE
+3,444.9%
-2,671.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.3% |
| 7D | -1.9% | -2.0% | +0.1% | -0.9% |
| 30D | -5.9% | -2.4% | -3.5% | -4.6% |
| 3M | +0.2% | -7.3% | +7.5% | +4.3% |
| 6M | +6.6% | -7.6% | +14.3% | +11.0% |
| YTD | -1.7% | +5.8% | -7.5% | -5.4% |
| 1Y | -1.7% | +2.3% | -4.1% | -3.8% |
| 3Y | +74.9% | +45.0% | +29.9% | +39.0% |
| 5Y | +36.0% | +33.2% | +2.7% | +11.2% |
| 10Y | +156.9% | +141.4% | +15.5% | +47.5% |
| All | +773.9% | +3,444.9% | -2,671.0% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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