+140.2%
HBAN vs EXEL
+268.9%
-128.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -1.5% | -0.3% | -1.1% | -1.4% |
| 30D | -5.5% | +10.1% | -15.7% | -7.0% |
| 3M | -0.2% | +10.1% | -10.3% | -1.9% |
| 6M | +5.2% | +37.7% | -32.5% | -0.5% |
| YTD | -2.3% | +33.1% | -35.4% | -7.2% |
| 1Y | -2.2% | +52.4% | -54.6% | -9.4% |
| 3Y | +73.8% | +163.8% | -90.0% | +45.0% |
| 5Y | +35.2% | +198.5% | -163.3% | +9.1% |
| 10Y | +155.4% | +386.9% | -231.5% | +77.1% |
| All | +140.2% | +268.9% | -128.6% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling