+155.3%
HBAN vs FFIV
+249.4%
-94.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.7% |
| 7D | -1.0% | +5.4% | -6.4% | -3.4% |
| 30D | -5.6% | -2.7% | -2.9% | -4.8% |
| 3M | -1.1% | +4.5% | -5.7% | -4.0% |
| 6M | +9.9% | +42.2% | -32.3% | -8.3% |
| YTD | -0.9% | +61.3% | -62.2% | -22.8% |
| 1Y | -1.4% | +23.0% | -24.4% | -13.0% |
| 3Y | +78.2% | +156.3% | -78.0% | +8.1% |
| 5Y | +37.0% | +102.9% | -65.8% | -9.7% |
| All | +155.3% | +249.4% | -94.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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