+100.8%
HBAN vs HST
+133.7%
-32.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.3% | +3.6% | -1.3% | +0.1% |
| 30D | +4.8% | +11.2% | -6.4% | -1.9% |
| 3M | -10.1% | +13.1% | -23.2% | -16.7% |
| 6M | +5.0% | +23.9% | -18.9% | -8.5% |
| YTD | -6.1% | +52.3% | -58.4% | -28.0% |
| 1Y | +4.6% | +56.7% | -52.1% | -21.2% |
| 3Y | +74.9% | +87.5% | -12.6% | +16.7% |
| 5Y | +21.4% | +82.8% | -61.4% | -21.9% |
| All | +100.8% | +133.7% | -32.9% | +6.7% |
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