+38.8%
HBAN vs FN
+289.0%
-250.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.6% |
| 7D | +0.7% | -1.7% | +2.3% | +0.9% |
| 30D | -3.2% | -22.0% | +18.7% | -0.3% |
| 3M | +4.0% | -43.0% | +47.0% | +11.2% |
| 6M | +3.1% | -27.7% | +30.9% | +4.7% |
| YTD | 0.0% | -10.5% | +10.6% | -3.0% |
| 1Y | -1.2% | +12.5% | -13.7% | -9.1% |
| 3Y | +72.5% | +153.8% | -81.3% | +27.1% |
| All | +38.8% | +289.0% | -250.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling