+36.3%
HBAN vs USFR
+20.6%
+15.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +1.0% |
| 7D | -1.0% | +0.1% | -1.1% | -0.6% |
| 30D | -5.6% | +0.4% | -6.0% | -4.7% |
| 3M | -1.1% | +1.0% | -2.2% | +1.6% |
| 6M | +9.9% | +2.0% | +7.9% | +15.6% |
| YTD | -0.9% | +2.8% | -3.7% | +5.8% |
| 1Y | -1.4% | +4.1% | -5.5% | +8.1% |
| 3Y | +78.2% | +14.1% | +64.1% | +164.3% |
| All | +36.3% | +20.6% | +15.7% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling