+66.7%
HBAN vs PR
+64.2%
+2.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | -2.0% | -16.4% | +14.4% | +2.4% |
| 30D | +2.0% | -1.9% | +3.9% | +2.0% |
| 3M | -10.0% | +8.0% | -18.0% | -12.6% |
| 6M | -5.3% | +4.1% | -9.4% | -7.5% |
| YTD | -8.2% | +58.7% | -66.9% | -23.5% |
| 1Y | +4.2% | +75.8% | -71.6% | -16.6% |
| 3Y | +66.7% | +73.2% | -6.5% | +27.7% |
| All | +66.7% | +64.2% | +2.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling