+130.4%
HBAN vs EW
+6,723.9%
-6,593.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -0.7% |
| 7D | +2.1% | -4.4% | +6.5% | +3.2% |
| 30D | -4.5% | -3.3% | -1.2% | -3.7% |
| 3M | +2.6% | +1.0% | +1.5% | +2.1% |
| 6M | +4.7% | +6.2% | -1.5% | +2.8% |
| YTD | -1.5% | +1.7% | -3.3% | -2.5% |
| 1Y | -1.9% | +8.1% | -10.0% | -4.5% |
| 3Y | +75.2% | +17.1% | +58.1% | +61.8% |
| 5Y | +37.2% | -29.4% | +66.5% | +41.0% |
| 10Y | +156.6% | +121.7% | +34.9% | +94.1% |
| All | +130.4% | +6,723.9% | -6,593.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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