+120.5%
HBAN vs XYZ
+606.0%
-485.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -1.9% | -5.2% | +3.2% | -1.0% |
| 30D | -5.9% | 0.0% | -5.9% | -6.0% |
| 3M | +0.2% | +18.7% | -18.4% | -3.2% |
| 6M | +6.6% | +20.5% | -13.9% | +2.4% |
| YTD | -1.7% | +21.5% | -23.2% | -6.5% |
| 1Y | -1.7% | +7.2% | -8.9% | -4.7% |
| 3Y | +74.9% | +49.0% | +25.9% | +54.8% |
| 5Y | +36.0% | -68.1% | +104.1% | +43.7% |
| 10Y | +156.9% | +601.6% | -444.7% | +52.6% |
| All | +120.5% | +606.0% | -485.5% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling