+773.9%
HBAN vs WY
+652.8%
+121.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +2.0% |
| 7D | -1.9% | -3.7% | +1.7% | 0.0% |
| 30D | -5.9% | -11.3% | +5.4% | 0.0% |
| 3M | +0.2% | -8.1% | +8.4% | +4.1% |
| 6M | +6.6% | -7.4% | +14.1% | +10.0% |
| YTD | -1.7% | -4.7% | +3.0% | -0.6% |
| 1Y | -1.7% | -9.2% | +7.5% | +1.6% |
| 3Y | +74.9% | -24.7% | +99.6% | +97.3% |
| 5Y | +36.0% | -21.6% | +57.5% | +48.0% |
| 10Y | +156.9% | +6.7% | +150.3% | +120.7% |
| All | +773.9% | +652.8% | +121.0% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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