+768.7%
HBAN vs UL
+2,587.5%
-1,818.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | 0.0% |
| 7D | -1.5% | -3.2% | +1.7% | +0.1% |
| 30D | -5.5% | -0.6% | -4.9% | -5.3% |
| 3M | -0.2% | +9.4% | -9.7% | -4.9% |
| 6M | +5.2% | -4.1% | +9.3% | +6.4% |
| YTD | -2.3% | -2.0% | -0.3% | -2.6% |
| 1Y | -2.2% | -9.0% | +6.8% | +0.7% |
| 3Y | +73.8% | +21.8% | +52.0% | +51.4% |
| 5Y | +35.2% | +20.6% | +14.6% | +15.8% |
| 10Y | +155.4% | +67.7% | +87.7% | +74.9% |
| All | +768.7% | +2,587.5% | -1,818.9% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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