+119.7%
HBAN vs RUN
-32.6%
+152.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.3% |
| 7D | -1.5% | -1.8% | +0.3% | -1.3% |
| 30D | -5.5% | -10.8% | +5.3% | -4.5% |
| 3M | -0.2% | -30.2% | +29.9% | +3.1% |
| 6M | +5.2% | -22.3% | +27.5% | +6.8% |
| YTD | -2.3% | -52.2% | +49.9% | +3.2% |
| 1Y | -2.2% | -45.1% | +42.9% | +0.9% |
| 3Y | +73.8% | -37.1% | +110.9% | +54.6% |
| 5Y | +35.2% | -80.3% | +115.5% | +29.8% |
| 10Y | +155.4% | +45.2% | +110.2% | +76.2% |
| All | +119.7% | -32.6% | +152.3% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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