+20.7%
HBAN vs REPL
-35.3%
+56.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | +0.8% | +9.8% | -9.0% | +0.6% |
| 30D | +3.2% | +81.5% | -78.3% | +2.2% |
| 3M | -11.1% | +44.2% | -55.3% | -11.7% |
| 6M | +1.2% | +437.4% | -436.2% | -3.3% |
| YTD | -6.7% | +126.1% | -132.8% | -10.2% |
| 1Y | +2.4% | +143.1% | -140.7% | -1.7% |
| 3Y | +73.3% | +97.8% | -24.6% | +52.0% |
| 5Y | +20.7% | -34.3% | +55.0% | +17.4% |
| All | +20.7% | -35.3% | +56.0% | +17.4% |
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