+121.5%
HBAN vs USB
+94.3%
+27.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +0.5% |
| 7D | -0.6% | +0.8% | -1.3% | -1.3% |
| 30D | +3.9% | +6.8% | -2.9% | -2.5% |
| 3M | -8.4% | -3.8% | -4.6% | -5.0% |
| 6M | +0.6% | +11.7% | -11.1% | -9.6% |
| YTD | -5.5% | +17.5% | -23.0% | -19.1% |
| 1Y | +5.4% | +33.8% | -28.4% | -20.3% |
| 3Y | +76.7% | +104.2% | -27.5% | -11.9% |
| 5Y | +25.1% | +26.4% | -1.3% | -2.5% |
| 10Y | +121.5% | +89.2% | +32.3% | +9.4% |
| All | +121.5% | +94.3% | +27.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling