+86.2%
HBAN vs XLB
+822.6%
-736.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.1% |
| 7D | +0.7% | -1.4% | +2.0% | +2.0% |
| 30D | -3.2% | -0.4% | -2.9% | -3.0% |
| 3M | +4.0% | +2.0% | +2.0% | +1.7% |
| 6M | +3.1% | +1.8% | +1.3% | +0.8% |
| YTD | 0.0% | +16.6% | -16.5% | -14.1% |
| 1Y | -1.2% | +16.9% | -18.1% | -15.4% |
| 3Y | +72.5% | +32.6% | +39.9% | +32.4% |
| 5Y | +39.3% | +35.6% | +3.7% | +5.1% |
| 10Y | +157.3% | +160.0% | -2.7% | +12.4% |
| All | +86.2% | +822.6% | -736.4% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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