+155.4%
HBAN vs RF
+334.5%
-179.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -1.5% | -0.1% | -1.3% | -1.4% |
| 30D | -5.5% | -4.0% | -1.5% | -2.2% |
| 3M | -0.2% | +5.6% | -5.8% | -4.7% |
| 6M | +5.2% | +13.1% | -7.9% | -5.2% |
| YTD | -2.3% | +13.6% | -15.9% | -12.2% |
| 1Y | -2.2% | +16.0% | -18.1% | -13.5% |
| 3Y | +73.8% | +90.2% | -16.3% | +0.9% |
| 5Y | +35.2% | +87.0% | -51.8% | -21.4% |
| 10Y | +155.4% | +338.5% | -183.1% | -29.2% |
| All | +155.4% | +334.5% | -179.1% | -29.2% |
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