+39.0%
HBAN vs PL
+81.7%
-42.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | +2.1% | -7.5% | +9.6% | +2.9% |
| 30D | -4.5% | -25.6% | +21.1% | -1.4% |
| 3M | +2.6% | -45.6% | +48.2% | +8.9% |
| 6M | +4.7% | -29.5% | +34.3% | +5.4% |
| YTD | -1.5% | -9.7% | +8.1% | -4.8% |
| 1Y | -1.9% | +84.4% | -86.3% | -14.9% |
| 3Y | +75.2% | +550.0% | -474.8% | +15.5% |
| 5Y | +37.2% | +79.0% | -41.8% | -3.5% |
| All | +39.0% | +81.7% | -42.7% | -2.3% |
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