+75.8%
HBAN vs Z
-37.2%
+113.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.5% | -7.1% | +5.6% | -0.1% |
| 30D | -5.5% | -4.8% | -0.7% | -4.9% |
| 3M | -0.2% | -9.3% | +9.1% | +1.0% |
| 6M | +5.2% | -29.0% | +34.1% | +11.4% |
| YTD | -2.3% | -52.9% | +50.6% | +11.7% |
| 1Y | -2.2% | -63.1% | +60.9% | +17.4% |
| All | +75.8% | -37.2% | +113.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling