+773.9%
HBAN vs PNR
+3,435.9%
-2,662.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -1.9% | -5.5% | +3.5% | +0.6% |
| 30D | -5.9% | -15.6% | +9.7% | +1.5% |
| 3M | +0.2% | -20.2% | +20.4% | +9.7% |
| 6M | +6.6% | -36.6% | +43.3% | +29.1% |
| YTD | -1.7% | -45.0% | +43.3% | +26.1% |
| 1Y | -1.7% | -47.4% | +45.7% | +28.8% |
| 3Y | +74.9% | -13.7% | +88.6% | +81.3% |
| 5Y | +36.0% | -20.8% | +56.8% | +43.9% |
| 10Y | +156.9% | +65.2% | +91.7% | +95.2% |
| All | +773.9% | +3,435.9% | -2,662.1% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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