+35.2%
HBAN vs XRT
-2.4%
+37.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | +0.3% |
| 7D | -1.5% | -2.4% | +0.9% | +0.2% |
| 30D | -5.5% | -6.9% | +1.4% | -0.9% |
| 3M | -0.2% | -0.4% | +0.2% | -0.3% |
| 6M | +5.2% | +2.2% | +2.9% | +3.2% |
| YTD | -2.3% | -0.7% | -1.6% | -2.1% |
| 1Y | -2.2% | -2.0% | -0.2% | -1.3% |
| 3Y | +73.8% | +41.0% | +32.8% | +38.0% |
| 5Y | +35.2% | -3.3% | +38.5% | +30.1% |
| All | +35.2% | -2.4% | +37.6% | +30.1% |
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