+107.3%
HBAN vs RF
+248.4%
-141.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.2% |
| 7D | -0.1% | +0.3% | -0.5% | -0.4% |
| 30D | +3.4% | +6.2% | -2.8% | -1.7% |
| 3M | -9.1% | -7.8% | -1.3% | -2.6% |
| 6M | +0.1% | +5.9% | -5.8% | -4.5% |
| YTD | -6.0% | +9.0% | -15.1% | -12.5% |
| 1Y | +4.0% | +19.3% | -15.2% | -10.1% |
| 3Y | +74.5% | +116.4% | -42.0% | -8.0% |
| 5Y | +24.3% | +46.0% | -21.7% | -11.0% |
| 10Y | +107.3% | +239.8% | -132.5% | -21.0% |
| All | +107.3% | +248.4% | -141.1% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling