+48.3%
HBAN vs FFIV
+7,518.9%
-7,470.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +0.7% | -1.0% | +1.6% | +0.8% |
| 30D | -3.2% | -5.1% | +1.8% | -2.6% |
| 3M | +4.0% | -4.5% | +8.4% | +4.4% |
| 6M | +3.1% | +36.5% | -33.3% | -2.2% |
| YTD | 0.0% | +53.0% | -52.9% | -7.0% |
| 1Y | -1.2% | +24.2% | -25.4% | -5.3% |
| 3Y | +72.5% | +137.2% | -64.7% | +49.5% |
| 5Y | +39.3% | +91.8% | -52.5% | +24.0% |
| 10Y | +157.3% | +215.2% | -57.8% | +112.7% |
| All | +48.3% | +7,518.9% | -7,470.6% | -9.3% |
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