+155.3%
HBAN vs EXPE
+169.0%
-13.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -1.0% | -5.8% | +4.8% | +0.9% |
| 30D | -5.6% | -13.6% | +8.0% | -1.1% |
| 3M | -1.1% | +25.2% | -26.3% | -9.6% |
| 6M | +9.9% | +22.3% | -12.5% | +0.5% |
| YTD | -0.9% | -0.3% | -0.6% | -4.3% |
| 1Y | -1.4% | +27.8% | -29.2% | -14.1% |
| 3Y | +78.2% | +162.4% | -84.2% | +12.2% |
| 5Y | +37.0% | +95.8% | -58.8% | -10.2% |
| All | +155.3% | +169.0% | -13.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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