+155.3%
HBAN vs FTI
+305.3%
-150.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -1.0% | -4.4% | +3.4% | +0.6% |
| 30D | -5.6% | +1.5% | -7.1% | -6.2% |
| 3M | -1.1% | +8.2% | -9.3% | -4.6% |
| 6M | +9.9% | +18.8% | -8.9% | +1.9% |
| YTD | -0.9% | +71.7% | -72.6% | -19.8% |
| 1Y | -1.4% | +90.0% | -91.4% | -23.4% |
| 3Y | +78.2% | +270.5% | -192.3% | +4.9% |
| 5Y | +37.0% | +1,084.5% | -1,047.5% | -51.5% |
| All | +155.3% | +305.3% | -150.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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