+100.8%
HBAN vs FIX
+3,564.5%
-3,463.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | +2.3% | +9.4% | -7.2% | -0.9% |
| 30D | +4.8% | -27.8% | +32.5% | +14.7% |
| 3M | -10.1% | -35.6% | +25.5% | +1.5% |
| 6M | +5.0% | -45.2% | +50.2% | +23.3% |
| YTD | -6.1% | +19.5% | -25.6% | -19.8% |
| 1Y | +4.6% | +24.2% | -19.7% | -12.5% |
| 3Y | +74.9% | +494.2% | -419.2% | -36.3% |
| 5Y | +21.4% | +1,036.1% | -1,014.7% | -69.4% |
| All | +100.8% | +3,564.5% | -3,463.7% | -71.2% |
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