+789.5%
HBAN vs HST
+1,330.6%
-541.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | +0.7% | -1.0% | +1.7% | +1.2% |
| 30D | -3.2% | -12.3% | +9.0% | +2.8% |
| 3M | +4.0% | -6.4% | +10.3% | +6.9% |
| 6M | +3.1% | +15.0% | -11.9% | -4.1% |
| YTD | 0.0% | +30.5% | -30.5% | -12.5% |
| 1Y | -1.2% | +35.7% | -36.9% | -15.3% |
| 3Y | +72.5% | +68.4% | +4.1% | +32.9% |
| 5Y | +39.3% | +73.1% | -33.8% | +2.6% |
| 10Y | +157.3% | +92.7% | +64.6% | +74.0% |
| All | +789.5% | +1,330.6% | -541.1% | +248.4% |
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