+155.3%
HBAN vs FDS
+64.8%
+90.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -1.0% | -14.0% | +13.0% | +4.4% |
| 30D | -5.6% | -6.2% | +0.6% | -3.8% |
| 3M | -1.1% | +10.2% | -11.3% | -6.2% |
| 6M | +9.9% | +27.4% | -17.6% | -3.8% |
| YTD | -0.9% | -9.3% | +8.3% | -0.7% |
| 1Y | -1.4% | -28.6% | +27.3% | +9.5% |
| 3Y | +78.2% | -36.8% | +115.0% | +107.7% |
| 5Y | +37.0% | -28.6% | +65.6% | +47.5% |
| All | +155.3% | +64.8% | +90.5% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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