+155.4%
HBAN vs PR
+88.3%
+67.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -1.5% | -0.8% | -0.6% | -1.4% |
| 30D | -5.5% | +11.3% | -16.8% | -7.1% |
| 3M | -0.2% | +24.1% | -24.3% | -3.8% |
| 6M | +5.2% | +25.4% | -20.2% | +0.9% |
| YTD | -2.3% | +71.2% | -73.5% | -10.8% |
| 1Y | -2.2% | +78.6% | -80.8% | -11.5% |
| 3Y | +73.8% | +85.2% | -11.4% | +55.0% |
| 5Y | +35.2% | +419.0% | -383.8% | +0.9% |
| 10Y | +155.4% | +86.2% | +69.1% | +78.1% |
| All | +155.4% | +88.3% | +67.1% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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