+155.3%
HBAN vs FANG
+182.5%
-27.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | +2.9% | -3.9% | -1.9% |
| 30D | -5.6% | +2.6% | -8.2% | -6.5% |
| 3M | -1.1% | +7.6% | -8.7% | -4.1% |
| 6M | +9.9% | +17.3% | -7.4% | +2.4% |
| YTD | -0.9% | +38.7% | -39.6% | -13.1% |
| 1Y | -1.4% | +51.6% | -53.0% | -16.3% |
| 3Y | +78.2% | +50.0% | +28.3% | +48.6% |
| 5Y | +37.0% | +237.6% | -200.5% | -16.5% |
| All | +155.3% | +182.5% | -27.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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