+121.9%
HBAN vs FIX
+8,968.5%
-8,846.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.8% | -1.0% |
| 7D | -1.1% | +6.4% | -7.6% | -3.0% |
| 30D | +3.1% | -29.1% | +32.2% | +11.0% |
| 3M | -9.8% | -31.1% | +21.4% | -2.6% |
| 6M | +1.4% | -42.8% | +44.2% | +13.3% |
| YTD | -5.8% | +24.6% | -30.4% | -15.6% |
| 1Y | +4.2% | +21.9% | -17.7% | -6.5% |
| 3Y | +74.9% | +524.9% | -450.0% | -5.8% |
| 5Y | +21.7% | +1,092.2% | -1,070.5% | -45.8% |
| 10Y | +106.1% | +3,759.0% | -3,653.0% | -33.4% |
| All | +121.9% | +8,968.5% | -8,846.7% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling