-2.2%
HBAN vs FIX
+125.7%
-127.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -1.5% | +3.5% | -5.0% | -1.8% |
| 30D | -5.5% | -3.5% | -2.0% | -5.2% |
| 3M | -0.2% | -11.8% | +11.5% | +0.2% |
| 6M | +5.2% | +17.8% | -12.6% | +2.7% |
| YTD | -2.3% | +73.3% | -75.6% | -6.1% |
| 1Y | -2.2% | +128.1% | -130.3% | -6.5% |
| All | -2.2% | +125.7% | -127.9% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling