+142.4%
HBAN vs HWM
+1,494.1%
-1,351.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.7% | -2.1% | +2.8% | +1.4% |
| 30D | -3.2% | -11.0% | +7.8% | +1.7% |
| 3M | +4.0% | +4.0% | -0.1% | +1.1% |
| 6M | +3.1% | -0.2% | +3.4% | +1.6% |
| YTD | 0.0% | +26.7% | -26.6% | -12.5% |
| 1Y | -1.2% | +44.7% | -45.9% | -19.3% |
| 3Y | +72.5% | +426.1% | -353.6% | -27.7% |
| 5Y | +39.3% | +738.5% | -699.2% | -53.8% |
| All | +142.4% | +1,494.1% | -1,351.7% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling