+140.0%
HBAN vs PR
+152.6%
-12.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | -2.0% | -16.4% | +14.4% | +0.6% |
| 30D | +2.0% | -1.9% | +3.9% | +2.1% |
| 3M | -10.0% | +8.0% | -18.0% | -11.3% |
| 6M | -5.3% | +4.1% | -9.4% | -6.4% |
| YTD | -8.2% | +58.7% | -66.9% | -15.4% |
| 1Y | +4.2% | +75.8% | -71.6% | -5.5% |
| 3Y | +66.7% | +73.2% | -6.5% | +50.1% |
| 5Y | +21.7% | +230.1% | -208.4% | -3.2% |
| 10Y | +131.2% | +67.4% | +63.8% | +59.7% |
| All | +140.0% | +152.6% | -12.6% | +71.2% |
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