+240.9%
HBAN vs HIG
+987.6%
-746.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -5.5% | -2.8% | -2.7% | -4.4% |
| 3M | -0.2% | +6.3% | -6.6% | -3.2% |
| 6M | +5.2% | -0.1% | +5.3% | +4.7% |
| YTD | -2.3% | +0.4% | -2.7% | -2.9% |
| 1Y | -2.2% | +6.2% | -8.4% | -5.2% |
| 3Y | +73.8% | +101.6% | -27.8% | +26.9% |
| 5Y | +35.2% | +119.8% | -84.6% | -3.7% |
| 10Y | +155.4% | +311.7% | -156.4% | +38.3% |
| All | +240.9% | +987.6% | -746.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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