+43.6%
HBAN vs FRSH
-72.5%
+116.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -1.0% | -6.6% | +5.6% | 0.0% |
| 30D | -5.6% | +2.1% | -7.7% | -6.1% |
| 3M | -1.1% | +29.0% | -30.1% | -5.5% |
| 6M | +9.9% | +48.6% | -38.7% | +2.0% |
| YTD | -0.9% | -2.9% | +2.0% | -2.2% |
| 1Y | -1.4% | -7.9% | +6.5% | -1.9% |
| 3Y | +78.2% | -46.5% | +124.7% | +87.6% |
| All | +43.6% | -72.5% | +116.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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