+716.1%
HBAN vs RF
+1,423.8%
-707.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.2% |
| 30D | +2.0% | +6.0% | -4.1% | -2.6% |
| 3M | -10.0% | -8.9% | -1.1% | -3.1% |
| 6M | -5.3% | +2.3% | -7.6% | -6.9% |
| YTD | -8.2% | +7.6% | -15.8% | -13.1% |
| 1Y | +4.2% | +21.2% | -17.0% | -10.1% |
| 3Y | +66.7% | +108.5% | -41.9% | -5.5% |
| 5Y | +21.7% | +43.2% | -21.5% | -8.7% |
| 10Y | +131.2% | +288.1% | -156.9% | -22.6% |
| All | +716.1% | +1,423.8% | -707.8% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling