+41.7%
HBAN vs EXPE
+776.5%
-734.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.9% | +6.3% | +1.4% |
| 7D | +2.1% | -9.8% | +11.8% | +6.0% |
| 30D | -4.5% | -11.5% | +7.0% | -0.4% |
| 3M | +2.6% | +21.7% | -19.2% | -6.2% |
| 6M | +4.7% | +10.4% | -5.6% | -1.3% |
| YTD | -1.5% | -2.5% | +1.0% | -4.6% |
| 1Y | -1.9% | +27.3% | -29.3% | -15.5% |
| 3Y | +75.2% | +153.5% | -78.3% | +8.3% |
| 5Y | +37.2% | +91.1% | -53.9% | -11.7% |
| 10Y | +156.6% | +153.1% | +3.5% | +30.9% |
| All | +41.7% | +776.5% | -734.7% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling