+729.8%
HBAN vs EXC
+2,465.6%
-1,735.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | +3.2% | +7.8% | -4.6% | +0.2% |
| 3M | -11.1% | +1.9% | -12.9% | -11.8% |
| 6M | +1.2% | +3.4% | -2.2% | -0.5% |
| YTD | -6.7% | +7.6% | -14.3% | -10.2% |
| 1Y | +2.4% | +2.1% | +0.3% | +0.4% |
| 3Y | +73.3% | +29.6% | +43.7% | +51.7% |
| 5Y | +20.7% | +39.5% | -18.8% | +1.2% |
| 10Y | +104.1% | +200.2% | -96.1% | +25.1% |
| All | +729.8% | +2,465.6% | -1,735.9% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling