+155.4%
HBAN vs FIX
+5,928.8%
-5,773.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -1.5% | +3.5% | -5.0% | -2.7% |
| 30D | -5.5% | -3.5% | -2.0% | -4.7% |
| 3M | -0.2% | -11.8% | +11.5% | +2.0% |
| 6M | +5.2% | +17.8% | -12.6% | -4.4% |
| YTD | -2.3% | +73.3% | -75.6% | -24.3% |
| 1Y | -2.2% | +128.1% | -130.3% | -33.7% |
| 3Y | +73.8% | +772.7% | -698.8% | -42.6% |
| 5Y | +35.2% | +2,166.5% | -2,131.2% | -73.1% |
| 10Y | +155.4% | +6,034.5% | -5,879.1% | -65.9% |
| All | +155.4% | +5,928.8% | -5,773.5% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling