+76.8%
HBAN vs S
+15.8%
+61.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -5.9% | -11.8% | +5.9% | -4.2% |
| 3M | +0.2% | +33.9% | -33.7% | -5.3% |
| 6M | +6.6% | +40.1% | -33.5% | -1.3% |
| YTD | -1.7% | +32.1% | -33.8% | -8.3% |
| 1Y | -1.7% | +11.0% | -12.8% | -5.3% |
| All | +76.8% | +15.8% | +61.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling