+144.5%
HBAN vs P
+485.4%
-340.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +0.7% | +6.5% | -5.9% | -0.5% |
| 30D | -3.2% | +18.8% | -22.1% | -6.7% |
| 3M | +4.0% | +26.7% | -22.8% | -1.7% |
| 6M | +3.1% | +62.2% | -59.0% | -8.0% |
| YTD | 0.0% | +48.5% | -48.5% | -10.0% |
| 1Y | -1.2% | +26.4% | -27.6% | -10.2% |
| 3Y | +72.5% | +159.4% | -86.9% | +25.7% |
| 5Y | +39.3% | +275.8% | -236.5% | -9.3% |
| 10Y | +157.3% | +732.0% | -574.7% | +33.6% |
| All | +144.5% | +485.4% | -340.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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