+734.5%
HBAN vs HST
+1,569.3%
-834.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.3% | +3.6% | -1.3% | +0.5% |
| 30D | +4.8% | +11.2% | -6.4% | -0.5% |
| 3M | -10.1% | +13.1% | -23.2% | -15.4% |
| 6M | +5.0% | +23.9% | -18.9% | -5.8% |
| YTD | -6.1% | +52.3% | -58.4% | -23.8% |
| 1Y | +4.6% | +56.7% | -52.1% | -16.3% |
| 3Y | +74.9% | +87.5% | -12.6% | +27.8% |
| 5Y | +21.4% | +82.8% | -61.4% | -12.9% |
| 10Y | +105.3% | +134.6% | -29.3% | +26.6% |
| All | +734.5% | +1,569.3% | -834.8% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling