+36.3%
HBAN vs NYT
+38.8%
-2.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -5.6% | +4.6% | -10.2% | -6.8% |
| 3M | -1.1% | -9.6% | +8.4% | +0.9% |
| 6M | +9.9% | -14.0% | +23.9% | +13.5% |
| YTD | -0.9% | -2.8% | +1.9% | -1.7% |
| 1Y | -1.4% | +15.6% | -17.0% | -7.3% |
| 3Y | +78.2% | +56.3% | +21.9% | +49.7% |
| All | +36.3% | +38.8% | -2.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling