+155.3%
HBAN vs PH
+820.2%
-664.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.1% |
| 30D | -5.6% | -11.0% | +5.4% | +2.2% |
| 3M | -1.1% | +5.5% | -6.7% | -5.6% |
| 6M | +9.9% | +1.5% | +8.4% | +7.0% |
| YTD | -0.9% | +8.8% | -9.7% | -8.4% |
| 1Y | -1.4% | +24.5% | -25.9% | -17.6% |
| 3Y | +78.2% | +141.2% | -63.0% | -9.6% |
| 5Y | +37.0% | +256.3% | -219.3% | -48.7% |
| All | +155.3% | +820.2% | -664.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling