+100.8%
HBAN vs HAS
+97.5%
+3.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.9% |
| 7D | +2.3% | +1.4% | +0.9% | +1.7% |
| 30D | +4.8% | +26.3% | -21.5% | -4.5% |
| 3M | -10.1% | +25.6% | -35.7% | -18.0% |
| 6M | +5.0% | +30.3% | -25.2% | -6.3% |
| YTD | -6.1% | +50.4% | -56.5% | -21.5% |
| 1Y | +4.6% | +57.7% | -53.1% | -14.2% |
| 3Y | +74.9% | +213.4% | -138.4% | +5.6% |
| 5Y | +21.4% | +49.1% | -27.6% | -2.9% |
| All | +100.8% | +97.5% | +3.3% | +40.8% |
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