+780.7%
HBAN vs PPG
+2,583.7%
-1,803.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | -1.0% | -6.2% | +5.2% | +3.0% |
| 30D | -5.6% | -7.9% | +2.3% | -0.7% |
| 3M | -1.1% | -10.2% | +9.1% | +5.1% |
| 6M | +9.9% | +2.7% | +7.2% | +6.4% |
| YTD | -0.9% | +4.9% | -5.8% | -6.1% |
| 1Y | -1.4% | -3.2% | +1.8% | -2.0% |
| 3Y | +78.2% | -17.0% | +95.2% | +92.7% |
| 5Y | +37.0% | -23.3% | +60.3% | +51.9% |
| 10Y | +158.9% | +26.4% | +132.5% | +106.4% |
| All | +780.7% | +2,583.7% | -1,803.0% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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