+36.9%
HBAN vs VYM
+488.1%
-451.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.5% |
| 7D | -1.0% | -0.8% | -0.2% | +0.5% |
| 30D | -5.6% | -2.2% | -3.3% | -1.5% |
| 3M | -1.1% | +3.1% | -4.2% | -6.6% |
| 6M | +9.9% | +9.7% | +0.2% | -7.6% |
| YTD | -0.9% | +14.9% | -15.8% | -23.6% |
| 1Y | -1.4% | +17.6% | -19.0% | -27.1% |
| 3Y | +78.2% | +65.3% | +12.9% | -29.7% |
| 5Y | +37.0% | +78.7% | -41.7% | -53.0% |
| 10Y | +158.9% | +208.2% | -49.3% | -70.2% |
| All | +36.9% | +488.1% | -451.2% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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