+78.2%
HBAN vs FCUV
-99.2%
+177.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.8% |
| 7D | -1.0% | -66.5% | +65.5% | -0.7% |
| 30D | -5.6% | +5.0% | -10.6% | -5.8% |
| 3M | -1.1% | +63.8% | -64.9% | -3.0% |
| 6M | +9.9% | -67.8% | +77.7% | +10.0% |
| YTD | -0.9% | -82.4% | +81.5% | -0.1% |
| 1Y | -1.4% | -94.7% | +93.3% | +1.1% |
| 3Y | +78.2% | -99.3% | +177.5% | +93.1% |
| All | +78.2% | -99.2% | +177.4% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling