+780.7%
HBAN vs NYT
+758.3%
+22.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -5.6% | +4.6% | -10.2% | -7.5% |
| 3M | -1.1% | -9.6% | +8.4% | +2.1% |
| 6M | +9.9% | -14.0% | +23.9% | +15.4% |
| YTD | -0.9% | -2.8% | +1.9% | -1.9% |
| 1Y | -1.4% | +15.6% | -17.0% | -9.6% |
| 3Y | +78.2% | +56.3% | +21.9% | +39.7% |
| 5Y | +37.0% | +39.5% | -2.5% | +8.2% |
| 10Y | +158.9% | +488.0% | -329.1% | -4.3% |
| All | +780.7% | +758.3% | +22.3% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling