+75.2%
HBAN vs FIX
+784.8%
-709.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | +2.1% | +6.1% | -4.0% | +1.1% |
| 30D | -4.5% | -2.7% | -1.8% | -4.2% |
| 3M | +2.6% | -10.9% | +13.5% | +3.6% |
| 6M | +4.7% | +29.0% | -24.3% | -1.3% |
| YTD | -1.5% | +76.9% | -78.4% | -12.8% |
| 1Y | -1.9% | +130.7% | -132.7% | -18.5% |
| 3Y | +75.2% | +790.7% | -715.5% | +13.3% |
| All | +75.2% | +784.8% | -709.6% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling