+201.3%
HBAN vs USFR
+27.6%
+173.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | +0.1% | -1.5% | -1.5% |
| 30D | -5.5% | +0.3% | -5.8% | -5.7% |
| 3M | -0.2% | +1.0% | -1.2% | -0.9% |
| 6M | +5.2% | +1.9% | +3.2% | +3.8% |
| YTD | -2.3% | +2.7% | -5.0% | -4.0% |
| 1Y | -2.2% | +4.0% | -6.2% | -4.7% |
| 3Y | +73.8% | +14.0% | +59.8% | +59.6% |
| 5Y | +35.2% | +20.4% | +14.8% | +19.5% |
| 10Y | +155.4% | +28.0% | +127.4% | +117.9% |
| All | +201.3% | +27.6% | +173.7% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling