+2.4%
HBAN vs VG
-35.7%
+38.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.0% |
| 7D | -1.5% | +3.8% | -5.3% | -1.7% |
| 30D | -5.5% | +7.2% | -12.7% | -5.9% |
| 3M | -0.2% | +22.8% | -23.0% | -1.7% |
| 6M | +5.2% | +33.2% | -28.1% | +1.4% |
| YTD | -2.3% | +124.8% | -127.1% | -11.7% |
| 1Y | -2.2% | +15.8% | -18.0% | -5.2% |
| All | +2.4% | -35.7% | +38.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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