+155.3%
HBAN vs VIG
+250.0%
-94.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.2% |
| 7D | -1.0% | -1.1% | +0.1% | +0.4% |
| 30D | -5.6% | -2.7% | -2.9% | -2.1% |
| 3M | -1.1% | +2.5% | -3.7% | -4.4% |
| 6M | +9.9% | +9.2% | +0.6% | -2.1% |
| YTD | -0.9% | +9.8% | -10.8% | -12.3% |
| 1Y | -1.4% | +12.4% | -13.8% | -15.2% |
| 3Y | +78.2% | +55.9% | +22.3% | +1.8% |
| 5Y | +37.0% | +63.9% | -26.9% | -26.0% |
| All | +155.3% | +250.0% | -94.8% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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