+332.4%
HBAN vs FIVE
+868.1%
-535.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.4% |
| 7D | +0.7% | +4.3% | -3.6% | -0.4% |
| 30D | -3.2% | +12.5% | -15.7% | -6.1% |
| 3M | +4.0% | +31.2% | -27.3% | -2.9% |
| 6M | +3.1% | +14.4% | -11.2% | -1.3% |
| YTD | 0.0% | +33.9% | -33.8% | -7.9% |
| 1Y | -1.2% | +65.1% | -66.2% | -13.8% |
| 3Y | +72.5% | +49.0% | +23.5% | +45.1% |
| 5Y | +39.3% | +30.3% | +9.0% | +17.0% |
| 10Y | +157.3% | +481.1% | -323.8% | +53.9% |
| All | +332.4% | +868.1% | -535.7% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling