-1.2%
HBAN vs RF
+16.9%
-18.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.7% | +1.3% | -0.7% | -0.6% |
| 30D | -3.2% | -3.6% | +0.4% | +0.1% |
| 3M | +4.0% | +8.1% | -4.1% | -3.6% |
| 6M | +3.1% | +11.5% | -8.3% | -7.1% |
| YTD | 0.0% | +15.6% | -15.5% | -13.0% |
| 1Y | -1.2% | +15.7% | -16.9% | -13.7% |
| All | -1.2% | +16.9% | -18.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling