+21.7%
HBAN vs HST
+83.2%
-61.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.6% |
| 7D | -1.1% | -1.3% | +0.1% | -0.5% |
| 30D | +3.1% | +13.4% | -10.3% | -3.8% |
| 3M | -9.8% | +16.7% | -26.4% | -17.2% |
| 6M | +1.4% | +24.0% | -22.6% | -10.5% |
| YTD | -5.8% | +54.0% | -59.7% | -26.4% |
| 1Y | +4.2% | +55.0% | -50.8% | -18.9% |
| 3Y | +74.9% | +89.3% | -14.4% | +21.0% |
| 5Y | +21.7% | +85.4% | -63.8% | -17.0% |
| All | +21.7% | +83.2% | -61.5% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling