+773.9%
HBAN vs ITW
+9,414.5%
-8,640.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -1.9% | -2.4% | +0.4% | -0.4% |
| 30D | -5.9% | -9.5% | +3.7% | +0.3% |
| 3M | +0.2% | +6.6% | -6.4% | -4.1% |
| 6M | +6.6% | -1.8% | +8.4% | +7.3% |
| YTD | -1.7% | +9.0% | -10.7% | -7.6% |
| 1Y | -1.7% | +3.6% | -5.3% | -4.7% |
| 3Y | +74.9% | +19.4% | +55.5% | +55.9% |
| 5Y | +36.0% | +36.4% | -0.4% | +11.2% |
| 10Y | +156.9% | +190.0% | -33.1% | +35.7% |
| All | +773.9% | +9,414.5% | -8,640.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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