+161.6%
HBAN vs PR
+169.5%
-7.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +0.7% | +2.9% | -2.3% | +0.2% |
| 30D | -3.2% | +18.0% | -21.3% | -5.7% |
| 3M | +4.0% | +16.9% | -12.9% | +1.2% |
| 6M | +3.1% | +28.2% | -25.1% | -1.4% |
| YTD | 0.0% | +69.3% | -69.3% | -8.4% |
| 1Y | -1.2% | +69.5% | -70.7% | -9.8% |
| 3Y | +72.5% | +81.7% | -9.2% | +54.4% |
| 5Y | +39.3% | +422.2% | -382.9% | +4.1% |
| 10Y | +157.3% | +110.4% | +47.0% | +79.8% |
| All | +161.6% | +169.5% | -7.9% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling