+155.4%
HBAN vs WM
+303.2%
-147.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | -1.5% | -1.2% | -0.3% | -0.8% |
| 30D | -5.5% | -4.5% | -1.0% | -3.1% |
| 3M | -0.2% | -2.2% | +2.0% | +0.5% |
| 6M | +5.2% | -11.5% | +16.6% | +11.7% |
| YTD | -2.3% | -0.7% | -1.6% | -3.4% |
| 1Y | -2.2% | +0.3% | -2.5% | -4.2% |
| 3Y | +73.8% | +44.2% | +29.6% | +29.3% |
| 5Y | +35.2% | +51.6% | -16.4% | -6.4% |
| 10Y | +155.4% | +310.4% | -155.0% | -6.2% |
| All | +155.4% | +303.2% | -147.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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