+160.5%
HBAN vs IP
+23.4%
+137.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.4% |
| 7D | +0.7% | -5.3% | +5.9% | +3.7% |
| 30D | -3.2% | -10.9% | +7.6% | +2.9% |
| 3M | +4.0% | +11.2% | -7.2% | -4.1% |
| 6M | +3.1% | -10.2% | +13.4% | +6.1% |
| YTD | 0.0% | -2.0% | +2.0% | -3.5% |
| 1Y | -1.2% | -19.1% | +17.9% | +5.9% |
| 3Y | +72.5% | +20.9% | +51.6% | +31.3% |
| 5Y | +39.3% | -17.8% | +57.1% | +37.8% |
| All | +160.5% | +23.4% | +137.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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