+155.3%
HBAN vs XRT
+128.2%
+27.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.2% |
| 7D | -1.0% | -3.2% | +2.2% | +1.3% |
| 30D | -5.6% | -4.5% | -1.1% | -2.6% |
| 3M | -1.1% | -3.1% | +1.9% | +0.8% |
| 6M | +9.9% | +4.2% | +5.6% | +6.2% |
| YTD | -0.9% | -0.1% | -0.8% | -1.2% |
| 1Y | -1.4% | -3.0% | +1.7% | +0.3% |
| 3Y | +78.2% | +41.8% | +36.4% | +37.9% |
| 5Y | +37.0% | -1.3% | +38.3% | +32.9% |
| All | +155.3% | +128.2% | +27.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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