+36.3%
HBAN vs FANG
+232.6%
-196.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | +2.9% | -3.9% | -1.8% |
| 30D | -5.6% | +2.6% | -8.2% | -6.4% |
| 3M | -1.1% | +7.6% | -8.7% | -3.8% |
| 6M | +9.9% | +17.3% | -7.4% | +2.8% |
| YTD | -0.9% | +38.7% | -39.6% | -12.8% |
| 1Y | -1.4% | +51.6% | -53.0% | -16.1% |
| 3Y | +78.2% | +50.0% | +28.3% | +48.6% |
| All | +36.3% | +232.6% | -196.3% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling