+155.3%
HBAN vs EXEL
+375.2%
-219.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -1.0% | -4.9% | +3.9% | -0.1% |
| 30D | -5.6% | +11.4% | -17.0% | -7.4% |
| 3M | -1.1% | +4.9% | -6.0% | -2.2% |
| 6M | +9.9% | +34.4% | -24.5% | +3.7% |
| YTD | -0.9% | +28.0% | -29.0% | -5.9% |
| 1Y | -1.4% | +43.6% | -45.0% | -8.6% |
| 3Y | +78.2% | +155.2% | -77.0% | +45.4% |
| 5Y | +37.0% | +181.2% | -144.1% | +7.7% |
| All | +155.3% | +375.2% | -219.9% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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