+775.4%
HBAN vs VMC
+3,191.4%
-2,416.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -0.7% |
| 7D | +2.1% | -0.5% | +2.6% | +2.4% |
| 30D | -4.5% | -9.1% | +4.6% | +0.2% |
| 3M | +2.6% | -4.1% | +6.7% | +4.2% |
| 6M | +4.7% | -5.5% | +10.3% | +6.9% |
| YTD | -1.5% | -8.9% | +7.4% | +1.5% |
| 1Y | -1.9% | -12.9% | +11.0% | +3.3% |
| 3Y | +75.2% | +22.1% | +53.1% | +52.5% |
| 5Y | +37.2% | +52.7% | -15.5% | +5.0% |
| 10Y | +156.6% | +152.7% | +3.8% | +43.3% |
| All | +775.4% | +3,191.4% | -2,416.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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