+26.9%
HBAN vs PCOR
-10.3%
+37.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.0% | +22.7% | -24.7% | -5.8% |
| 30D | +2.0% | +37.5% | -35.5% | -4.0% |
| 3M | -10.0% | +35.2% | -45.2% | -15.5% |
| 6M | -5.3% | +42.2% | -47.5% | -12.5% |
| YTD | -8.2% | +3.6% | -11.8% | -10.6% |
| 1Y | +4.2% | -4.8% | +8.9% | +3.3% |
| 3Y | +66.7% | +48.3% | +18.3% | +50.1% |
| 5Y | +21.7% | -20.1% | +41.8% | +11.0% |
| All | +26.9% | -10.3% | +37.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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