+375.7%
HBAN vs INDA
+109.8%
+265.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | -1.5% | -2.6% | +1.1% | +0.1% |
| 30D | -5.5% | -2.9% | -2.6% | -3.8% |
| 3M | -0.2% | +2.4% | -2.6% | -1.8% |
| 6M | +5.2% | -2.6% | +7.8% | +6.6% |
| YTD | -2.3% | -10.0% | +7.7% | +3.9% |
| 1Y | -2.2% | -7.7% | +5.5% | +2.2% |
| 3Y | +73.8% | +8.9% | +65.0% | +63.7% |
| 5Y | +35.2% | +6.0% | +29.3% | +29.9% |
| 10Y | +155.4% | +84.4% | +71.0% | +74.1% |
| All | +375.7% | +109.8% | +265.9% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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