-1.4%
HBAN vs FFIV
+26.0%
-27.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.3% |
| 7D | -1.0% | +5.4% | -6.4% | -1.8% |
| 30D | -5.6% | -2.7% | -2.9% | -5.2% |
| 3M | -1.1% | +4.5% | -5.7% | -2.2% |
| 6M | +9.9% | +42.2% | -32.3% | +1.5% |
| YTD | -0.9% | +61.3% | -62.2% | -12.0% |
| 1Y | -1.4% | +23.0% | -24.4% | -5.0% |
| All | -1.4% | +26.0% | -27.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling