+775.4%
HBAN vs LEN
+10,125.0%
-9,349.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.3% | -0.1% |
| 7D | +2.1% | -2.9% | +4.9% | +3.2% |
| 30D | -4.5% | -8.9% | +4.4% | -1.2% |
| 3M | +2.6% | -10.9% | +13.5% | +6.5% |
| 6M | +4.7% | -19.7% | +24.4% | +12.8% |
| YTD | -1.5% | -20.6% | +19.0% | +5.7% |
| 1Y | -1.9% | -42.4% | +40.5% | +18.6% |
| 3Y | +75.2% | -26.5% | +101.7% | +87.4% |
| 5Y | +37.2% | -10.9% | +48.1% | +31.1% |
| 10Y | +156.6% | +100.6% | +56.0% | +59.0% |
| All | +775.4% | +10,125.0% | -9,349.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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