+20.7%
HBAN vs FIVE
+18.5%
+2.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +0.8% | +2.4% | -1.7% | +0.2% |
| 30D | +3.2% | +15.8% | -12.6% | -0.1% |
| 3M | -11.1% | +3.8% | -14.8% | -12.1% |
| 6M | +1.2% | +18.5% | -17.3% | -3.6% |
| YTD | -6.7% | +31.2% | -37.9% | -13.4% |
| 1Y | +2.4% | +61.8% | -59.4% | -9.5% |
| 3Y | +73.3% | +39.9% | +33.4% | +50.3% |
| 5Y | +20.7% | +18.3% | +2.4% | +5.7% |
| All | +20.7% | +18.5% | +2.2% | +5.7% |
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