+100.8%
HBAN vs EXR
+216.3%
-115.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | +4.8% | +18.2% | -13.4% | -0.9% |
| 3M | -10.1% | +7.3% | -17.4% | -12.2% |
| 6M | +5.0% | +13.8% | -8.8% | +0.5% |
| YTD | -6.1% | +25.9% | -32.1% | -13.2% |
| 1Y | +4.6% | +25.8% | -21.2% | -3.3% |
| 3Y | +74.9% | +53.7% | +21.2% | +49.6% |
| 5Y | +21.4% | -1.8% | +23.2% | +16.3% |
| All | +100.8% | +216.3% | -115.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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