+122.4%
HBAN vs FIX
+8,590.7%
-8,468.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +0.5% |
| 7D | -0.6% | -7.2% | +6.7% | +0.5% |
| 30D | +3.9% | -35.1% | +39.0% | +14.5% |
| 3M | -8.4% | -34.3% | +25.9% | 0.0% |
| 6M | +0.6% | -42.9% | +43.6% | +12.4% |
| YTD | -5.5% | +19.5% | -25.0% | -14.4% |
| 1Y | +5.4% | +16.8% | -11.4% | -4.4% |
| 3Y | +76.7% | +506.7% | -430.0% | -4.1% |
| 5Y | +25.1% | +1,046.7% | -1,021.6% | -43.7% |
| 10Y | +121.5% | +3,800.0% | -3,678.4% | -28.4% |
| All | +122.4% | +8,590.7% | -8,468.3% | -50.4% |
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