+31.7%
HBAN vs PL
+41.8%
-10.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.6% |
| 7D | +0.8% | +22.3% | -21.5% | -1.6% |
| 30D | +3.2% | -8.3% | +11.5% | +3.9% |
| 3M | -11.1% | -43.3% | +32.2% | -5.9% |
| 6M | +1.2% | -65.8% | +67.0% | +11.8% |
| YTD | -6.7% | -29.5% | +22.8% | -7.8% |
| 1Y | +2.4% | +11.7% | -9.3% | -5.6% |
| 3Y | +73.3% | +540.6% | -467.3% | +13.5% |
| 5Y | +20.7% | +32.9% | -12.1% | -12.4% |
| All | +31.7% | +41.8% | -10.1% | -5.3% |
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