+36.3%
HBAN vs XYZ
-68.2%
+104.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.0% | -4.3% | +3.3% | -0.1% |
| 30D | -5.6% | +1.2% | -6.8% | -6.0% |
| 3M | -1.1% | +14.6% | -15.8% | -4.4% |
| 6M | +9.9% | +22.6% | -12.7% | +4.4% |
| YTD | -0.9% | +21.7% | -22.6% | -6.5% |
| 1Y | -1.4% | +6.7% | -8.1% | -4.7% |
| 3Y | +78.2% | +46.8% | +31.4% | +54.2% |
| All | +36.3% | -68.2% | +104.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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