+25.1%
HBAN vs FIX
+1,049.0%
-1,023.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +0.9% |
| 7D | -0.6% | -7.2% | +6.7% | +0.4% |
| 30D | +3.9% | -35.1% | +39.0% | +13.1% |
| 3M | -8.4% | -34.3% | +25.9% | -1.1% |
| 6M | +0.6% | -42.9% | +43.6% | +11.0% |
| YTD | -5.5% | +19.5% | -25.0% | -15.1% |
| 1Y | +5.4% | +16.8% | -11.4% | -5.2% |
| 3Y | +76.7% | +506.7% | -430.0% | -19.4% |
| 5Y | +25.1% | +1,046.7% | -1,021.6% | -60.1% |
| All | +25.1% | +1,049.0% | -1,023.9% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling