+393.1%
HBAN vs URA
-31.1%
+424.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | -3.2% | +7.4% | -10.6% | -5.6% |
| 3M | +4.0% | -8.4% | +12.3% | +5.6% |
| 6M | +3.1% | -12.7% | +15.9% | +5.5% |
| YTD | 0.0% | +7.8% | -7.7% | -5.6% |
| 1Y | -1.2% | +19.5% | -20.6% | -11.5% |
| 3Y | +72.5% | +116.4% | -44.0% | +19.3% |
| 5Y | +39.3% | +134.3% | -95.0% | -12.3% |
| 10Y | +157.3% | +359.3% | -201.9% | +14.2% |
| All | +393.1% | -31.1% | +424.2% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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