+40.9%
HBAN vs WU
-22.3%
+63.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -1.5% | -4.9% | +3.5% | +1.7% |
| 30D | -5.5% | -1.3% | -4.2% | -5.0% |
| 3M | -0.2% | -3.6% | +3.3% | -1.2% |
| 6M | +5.2% | -24.3% | +29.5% | +21.0% |
| YTD | -2.3% | -21.1% | +18.8% | +8.9% |
| 1Y | -2.2% | -10.3% | +8.1% | -1.3% |
| 3Y | +73.8% | -28.4% | +102.2% | +95.5% |
| 5Y | +35.2% | -51.2% | +86.4% | +90.7% |
| 10Y | +155.4% | -39.6% | +195.0% | +200.0% |
| All | +40.9% | -22.3% | +63.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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