+214.2%
HBAN vs KWEB
+21.1%
+193.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -1.0% | -5.6% | +4.6% | +0.1% |
| 30D | -5.6% | -10.7% | +5.1% | -3.5% |
| 3M | -1.1% | -7.4% | +6.3% | +0.2% |
| 6M | +9.9% | -19.3% | +29.2% | +14.2% |
| YTD | -0.9% | -27.8% | +26.8% | +5.1% |
| 1Y | -1.4% | -35.9% | +34.5% | +7.0% |
| 3Y | +78.2% | -1.9% | +80.1% | +73.0% |
| 5Y | +37.0% | -43.2% | +80.2% | +44.3% |
| 10Y | +158.9% | -21.2% | +180.1% | +122.8% |
| All | +214.2% | +21.1% | +193.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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