-1.9%
HBAN vs PR
+74.4%
-76.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.6% |
| 7D | +2.1% | -0.6% | +2.7% | +2.1% |
| 30D | -4.5% | +17.4% | -21.9% | -4.5% |
| 3M | +2.6% | +21.8% | -19.2% | +2.6% |
| 6M | +4.7% | +27.6% | -22.9% | +2.8% |
| YTD | -1.5% | +71.4% | -73.0% | -8.0% |
| 1Y | -1.9% | +78.3% | -80.3% | -9.7% |
| All | -1.9% | +74.4% | -76.3% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling