+234.4%
HBAN vs FDS
+9,502.8%
-9,268.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.1% |
| 7D | +0.7% | -1.9% | +2.6% | +1.3% |
| 30D | -3.2% | +9.0% | -12.3% | -6.5% |
| 3M | +4.0% | +18.9% | -14.9% | -3.7% |
| 6M | +3.1% | +35.1% | -32.0% | -10.2% |
| YTD | 0.0% | +5.5% | -5.4% | -5.7% |
| 1Y | -1.2% | -16.8% | +15.6% | +0.7% |
| 3Y | +72.5% | -28.1% | +100.5% | +84.6% |
| 5Y | +39.3% | -17.4% | +56.7% | +40.1% |
| 10Y | +157.3% | +85.4% | +71.9% | +88.1% |
| All | +234.4% | +9,502.8% | -9,268.5% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling