+100.8%
HBAN vs PR
+86.0%
+14.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.4% |
| 7D | +2.3% | +6.0% | -3.7% | +1.3% |
| 30D | +4.8% | -4.2% | +9.0% | +5.3% |
| 3M | -10.1% | +10.0% | -20.1% | -11.7% |
| 6M | +5.0% | +15.6% | -10.6% | +2.0% |
| YTD | -6.1% | +68.2% | -74.3% | -14.3% |
| 1Y | +4.6% | +79.2% | -74.6% | -5.5% |
| 3Y | +74.9% | +94.9% | -20.0% | +54.6% |
| 5Y | +21.4% | +272.8% | -251.3% | -5.4% |
| All | +100.8% | +86.0% | +14.8% | +42.7% |
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