+35.2%
HBAN vs FIVE
+35.6%
-0.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.2% |
| 7D | -1.5% | +1.7% | -3.1% | -1.9% |
| 30D | -5.5% | +5.0% | -10.5% | -6.7% |
| 3M | -0.2% | +29.5% | -29.7% | -6.1% |
| 6M | +5.2% | +12.4% | -7.3% | +1.4% |
| YTD | -2.3% | +31.2% | -33.5% | -9.1% |
| 1Y | -2.2% | +72.9% | -75.0% | -14.8% |
| 3Y | +73.8% | +53.0% | +20.8% | +47.2% |
| 5Y | +35.2% | +34.2% | +1.1% | +13.8% |
| All | +35.2% | +35.6% | -0.4% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling