+155.3%
HBAN vs XLRE
+89.0%
+66.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.1% |
| 30D | -5.6% | -2.4% | -3.2% | -3.9% |
| 3M | -1.1% | -2.5% | +1.3% | +0.6% |
| 6M | +9.9% | +4.0% | +5.9% | +6.5% |
| YTD | -0.9% | +9.3% | -10.2% | -7.7% |
| 1Y | -1.4% | +5.6% | -7.0% | -5.7% |
| 3Y | +78.2% | +31.3% | +46.9% | +44.0% |
| 5Y | +37.0% | +9.5% | +27.5% | +25.0% |
| All | +155.3% | +89.0% | +66.2% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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