+887.9%
HBAN vs VICR
+11,356.8%
-10,469.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.2% |
| 7D | -1.9% | -0.4% | -1.5% | -1.9% |
| 30D | -5.9% | -15.6% | +9.7% | -3.5% |
| 3M | +0.2% | -35.4% | +35.6% | +5.7% |
| 6M | +6.6% | +1.3% | +5.4% | +0.7% |
| YTD | -1.7% | +62.5% | -64.2% | -15.8% |
| 1Y | -1.7% | +255.5% | -257.2% | -28.4% |
| 3Y | +74.9% | +182.0% | -107.1% | +24.6% |
| 5Y | +36.0% | +42.9% | -7.0% | +0.1% |
| 10Y | +156.9% | +1,494.0% | -1,337.1% | +9.7% |
| All | +887.9% | +11,356.8% | -10,469.0% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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