+389.0%
HBAN vs FN
+3,620.5%
-3,231.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | +0.7% | -1.7% | +2.3% | +0.9% |
| 30D | -3.2% | -22.0% | +18.7% | +0.5% |
| 3M | +4.0% | -43.0% | +47.0% | +12.9% |
| 6M | +3.1% | -27.7% | +30.9% | +5.4% |
| YTD | 0.0% | -10.5% | +10.6% | -2.9% |
| 1Y | -1.2% | +12.5% | -13.7% | -9.3% |
| 3Y | +72.5% | +153.8% | -81.3% | +27.4% |
| 5Y | +39.3% | +288.0% | -248.7% | -8.7% |
| 10Y | +157.3% | +906.4% | -749.1% | +36.2% |
| All | +389.0% | +3,620.5% | -3,231.6% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling