+348.6%
HBAN vs FN
+2,887.5%
-2,538.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.6% | -2.9% |
| 7D | -2.0% | 0.0% | -1.9% | -2.6% |
| 30D | +2.0% | -34.3% | +36.3% | +8.6% |
| 3M | -10.0% | -39.9% | +29.9% | -3.5% |
| 6M | -5.3% | -51.8% | +46.6% | +3.8% |
| YTD | -8.2% | -28.1% | +19.9% | -8.7% |
| 1Y | +4.2% | -29.1% | +33.3% | +3.2% |
| 3Y | +66.7% | +102.4% | -35.8% | +26.4% |
| 5Y | +21.7% | +171.7% | -149.9% | -15.8% |
| 10Y | +131.2% | +773.5% | -642.3% | +23.9% |
| All | +348.6% | +2,887.5% | -2,538.9% | +103.6% |
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