+140.0%
HBAN vs HWM
+1,311.7%
-1,171.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.4% |
| 7D | -1.0% | -11.4% | +10.4% | +4.3% |
| 30D | -5.6% | -18.5% | +12.9% | +3.0% |
| 3M | -1.1% | -13.2% | +12.0% | +4.3% |
| 6M | +9.9% | -8.7% | +18.6% | +12.2% |
| YTD | -0.9% | +12.2% | -13.1% | -8.7% |
| 1Y | -1.4% | +24.9% | -26.3% | -14.1% |
| 3Y | +78.2% | +383.9% | -305.7% | -22.7% |
| 5Y | +37.0% | +646.1% | -609.1% | -52.2% |
| All | +140.0% | +1,311.7% | -1,171.7% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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