+75.2%
HBAN vs FIVE
+59.0%
+16.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +2.1% | +3.7% | -1.6% | +1.4% |
| 30D | -4.5% | +4.0% | -8.5% | -5.3% |
| 3M | +2.6% | +36.2% | -33.7% | -3.2% |
| 6M | +4.7% | +18.0% | -13.3% | +0.8% |
| YTD | -1.5% | +34.9% | -36.4% | -7.6% |
| 1Y | -1.9% | +67.9% | -69.8% | -11.8% |
| 3Y | +75.2% | +57.3% | +17.9% | +40.3% |
| All | +75.2% | +59.0% | +16.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling