+160.9%
HBAN vs W
+210.9%
-50.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +4.8% | +6.8% | -2.0% | +3.8% |
| 3M | -10.1% | +10.7% | -20.8% | -11.4% |
| 6M | +5.0% | +86.3% | -81.3% | -3.6% |
| YTD | -6.1% | +11.5% | -17.6% | -9.3% |
| 1Y | +4.6% | +5.1% | -0.5% | +1.5% |
| 3Y | +74.9% | +171.0% | -96.1% | +46.0% |
| 5Y | +21.4% | -56.6% | +78.1% | +11.3% |
| 10Y | +105.3% | +213.4% | -108.1% | +37.2% |
| All | +160.9% | +210.9% | -50.0% | +73.0% |
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