+65.1%
HBAN vs ITOT
+887.7%
-822.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | -0.5% |
| 7D | -1.0% | -0.9% | -0.1% | +0.4% |
| 30D | -5.6% | -1.5% | -4.1% | -3.5% |
| 3M | -1.1% | +3.6% | -4.7% | -6.5% |
| 6M | +9.9% | +13.7% | -3.8% | -10.1% |
| YTD | -0.9% | +12.9% | -13.9% | -18.2% |
| 1Y | -1.4% | +17.2% | -18.6% | -23.3% |
| 3Y | +78.2% | +75.6% | +2.6% | -25.7% |
| 5Y | +37.0% | +75.5% | -38.5% | -44.3% |
| 10Y | +158.9% | +302.0% | -143.1% | -74.2% |
| All | +65.1% | +887.7% | -822.6% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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