+39.1%
HBAN vs FFIV
+5,932.0%
-5,892.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.0% |
| 7D | +2.3% | -0.5% | +2.8% | +2.3% |
| 30D | +4.8% | -32.4% | +37.2% | +10.8% |
| 3M | -10.1% | -25.7% | +15.6% | -6.5% |
| 6M | +5.0% | -13.5% | +18.5% | +6.4% |
| YTD | -6.1% | +21.1% | -27.2% | -10.1% |
| 1Y | +4.6% | +29.4% | -24.8% | -0.9% |
| 3Y | +74.9% | +94.9% | -20.0% | +55.4% |
| 5Y | +21.4% | +34.7% | -13.3% | +13.5% |
| 10Y | +105.3% | +119.0% | -13.7% | +77.9% |
| All | +39.1% | +5,932.0% | -5,892.9% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling