+19.9%
HBAN vs XRT
-4.8%
+24.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +2.3% | +1.7% | +0.5% | +1.1% |
| 30D | +4.8% | +7.5% | -2.7% | -0.5% |
| 3M | -10.1% | +2.2% | -12.3% | -11.8% |
| 6M | +5.0% | +14.7% | -9.6% | -5.1% |
| YTD | -6.1% | +7.5% | -13.6% | -11.2% |
| 1Y | +4.6% | +14.1% | -9.5% | -5.0% |
| 3Y | +74.9% | +58.8% | +16.2% | +27.6% |
| All | +19.9% | -4.8% | +24.7% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling