+178.1%
HBAN vs W
+176.2%
+1.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.5% |
| 7D | +0.7% | -4.2% | +4.8% | +1.1% |
| 30D | -3.2% | -7.6% | +4.3% | -2.4% |
| 3M | +4.0% | +37.2% | -33.2% | -0.8% |
| 6M | +3.1% | +26.3% | -23.2% | -1.1% |
| YTD | 0.0% | -1.0% | +1.0% | -1.8% |
| 1Y | -1.2% | +20.1% | -21.3% | -5.8% |
| 3Y | +72.5% | +37.8% | +34.7% | +54.1% |
| 5Y | +39.3% | -63.7% | +103.0% | +30.2% |
| 10Y | +157.3% | +156.3% | +1.0% | +75.4% |
| All | +178.1% | +176.2% | +1.9% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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