+99.7%
HBAN vs HAS
+99.1%
+0.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | +0.8% | +1.6% | -0.9% | +0.1% |
| 30D | +3.2% | +26.6% | -23.4% | -6.0% |
| 3M | -11.1% | +29.0% | -40.0% | -19.7% |
| 6M | +1.2% | +30.6% | -29.4% | -9.8% |
| YTD | -6.7% | +51.5% | -58.2% | -22.1% |
| 1Y | +2.4% | +58.5% | -56.1% | -16.1% |
| 3Y | +73.3% | +214.1% | -140.9% | +4.6% |
| 5Y | +20.7% | +50.2% | -29.5% | -3.7% |
| All | +99.7% | +99.1% | +0.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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