+100.8%
HBAN vs EXC
+205.3%
-104.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +2.3% | +1.4% | +0.9% | +1.7% |
| 30D | +4.8% | +8.6% | -3.8% | +1.0% |
| 3M | -10.1% | +2.4% | -12.5% | -11.2% |
| 6M | +5.0% | +6.5% | -1.4% | +1.7% |
| YTD | -6.1% | +9.0% | -15.2% | -10.8% |
| 1Y | +4.6% | +4.6% | 0.0% | +1.1% |
| 3Y | +74.9% | +33.5% | +41.4% | +46.7% |
| 5Y | +21.4% | +41.4% | -20.0% | -4.1% |
| All | +100.8% | +205.3% | -104.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling