+7.9%
HBAN vs IRE
-85.3%
+93.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +0.7% |
| 7D | -1.9% | +7.9% | -9.9% | -2.0% |
| 30D | -5.9% | +9.3% | -15.1% | -6.0% |
| 3M | +0.2% | -52.3% | +52.6% | +0.2% |
| 6M | +6.6% | -38.5% | +45.1% | +5.9% |
| YTD | -1.7% | -54.8% | +53.1% | -3.2% |
| All | +7.9% | -85.3% | +93.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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