+775.4%
HBAN vs FITB
+2,836.2%
-2,060.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +2.1% | +2.8% | -0.8% | +0.1% |
| 30D | -4.5% | -4.5% | 0.0% | -1.3% |
| 3M | +2.6% | +5.7% | -3.1% | -1.4% |
| 6M | +4.7% | +17.1% | -12.4% | -6.4% |
| YTD | -1.5% | +18.3% | -19.9% | -12.6% |
| 1Y | -1.9% | +23.9% | -25.8% | -15.7% |
| 3Y | +75.2% | +131.1% | -55.9% | -2.7% |
| 5Y | +37.2% | +71.1% | -33.9% | -5.6% |
| 10Y | +156.6% | +283.9% | -127.3% | -2.2% |
| All | +775.4% | +2,836.2% | -2,060.8% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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