+36.3%
HBAN vs HDB
-34.5%
+70.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | -1.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -5.6% | +1.0% | -6.6% | -6.1% |
| 3M | -1.1% | -2.0% | +0.8% | -1.1% |
| 6M | +9.9% | -18.1% | +28.0% | +17.1% |
| YTD | -0.9% | -36.1% | +35.2% | +15.9% |
| 1Y | -1.4% | -34.0% | +32.7% | +13.6% |
| 3Y | +78.2% | -26.7% | +104.9% | +93.6% |
| All | +36.3% | -34.5% | +70.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 5y: compounded portfolio wealth divided by compounded HDB 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…
5y analysis · Full analysis span regression · 6 months rolling