+107.3%
HBAN vs FN
+772.0%
-664.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.3% |
| 7D | -0.1% | -4.1% | +4.0% | +0.2% |
| 30D | +3.4% | -28.3% | +31.7% | +8.6% |
| 3M | -9.1% | -33.9% | +24.8% | -4.0% |
| 6M | +0.1% | -43.9% | +44.0% | +7.0% |
| YTD | -6.0% | -23.4% | +17.4% | -8.2% |
| 1Y | +4.0% | -25.4% | +29.4% | +1.5% |
| 3Y | +74.5% | +107.9% | -33.4% | +24.8% |
| 5Y | +24.3% | +195.1% | -170.7% | -22.3% |
| 10Y | +107.3% | +794.1% | -686.8% | +3.4% |
| All | +107.3% | +772.0% | -664.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling