+155.3%
HBAN vs VUG
+424.7%
-269.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.1% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | -5.6% | -1.0% | -4.6% | -5.0% |
| 3M | -1.1% | +3.5% | -4.7% | -3.9% |
| 6M | +9.9% | +14.2% | -4.3% | -1.0% |
| YTD | -0.9% | +8.5% | -9.4% | -7.5% |
| 1Y | -1.4% | +12.9% | -14.3% | -10.9% |
| 3Y | +78.2% | +85.6% | -7.4% | +10.1% |
| 5Y | +37.0% | +78.1% | -41.1% | -14.1% |
| All | +155.3% | +424.7% | -269.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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