+32.7%
HBAN vs PL
+45.6%
-13.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.1% | +5.6% | -5.8% | -0.9% |
| 30D | +3.4% | -16.9% | +20.3% | +5.1% |
| 3M | -9.1% | -38.2% | +29.1% | -4.7% |
| 6M | +0.1% | -63.4% | +63.6% | +9.8% |
| YTD | -6.0% | -27.6% | +21.6% | -7.4% |
| 1Y | +4.0% | +6.6% | -2.5% | -3.5% |
| 3Y | +74.5% | +557.6% | -483.1% | +13.9% |
| 5Y | +24.3% | +39.5% | -15.2% | -10.4% |
| All | +32.7% | +45.6% | -13.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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