+35.2%
HBAN vs REPL
-53.9%
+89.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.5% | -9.6% | +8.1% | -1.3% |
| 30D | -5.5% | +5.7% | -11.2% | -5.6% |
| 3M | -0.2% | +56.4% | -56.6% | -1.7% |
| 6M | +5.2% | +67.4% | -62.3% | +1.6% |
| YTD | -2.3% | +48.7% | -51.0% | -5.4% |
| 1Y | -2.2% | +148.3% | -150.5% | -8.3% |
| 3Y | +73.8% | -26.7% | +100.5% | +61.8% |
| 5Y | +35.2% | -54.1% | +89.4% | +29.8% |
| All | +35.2% | -53.9% | +89.1% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling