+129.6%
HBAN vs P
+499.9%
-370.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.1% | -13.3% | +13.2% | +2.1% |
| 30D | +3.4% | -34.0% | +37.4% | +10.3% |
| 3M | -9.1% | +4.1% | -13.2% | -11.3% |
| 6M | +0.1% | +30.5% | -30.3% | -7.9% |
| YTD | -6.0% | +52.2% | -58.2% | -17.0% |
| 1Y | +4.0% | +10.3% | -6.2% | -3.5% |
| 3Y | +74.5% | +180.9% | -106.4% | +23.5% |
| 5Y | +24.3% | +259.7% | -235.4% | -19.2% |
| 10Y | +107.3% | +652.6% | -545.3% | +7.8% |
| All | +129.6% | +499.9% | -370.2% | +17.9% |
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