+155.3%
HBAN vs HST
+110.3%
+44.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.5% |
| 30D | -5.6% | -2.5% | -3.1% | -4.2% |
| 3M | -1.1% | -5.1% | +4.0% | +1.5% |
| 6M | +9.9% | +21.6% | -11.7% | -3.1% |
| YTD | -0.9% | +31.6% | -32.6% | -16.8% |
| 1Y | -1.4% | +36.1% | -37.5% | -19.1% |
| 3Y | +78.2% | +66.5% | +11.8% | +28.2% |
| 5Y | +37.0% | +76.6% | -39.6% | -10.0% |
| All | +155.3% | +110.3% | +44.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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