+19.9%
HBAN vs Z
-53.4%
+73.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.1% |
| 7D | +2.3% | +0.8% | +1.4% | +2.1% |
| 30D | +4.8% | +5.2% | -0.4% | +3.2% |
| 3M | -10.1% | -17.0% | +6.9% | -7.5% |
| 6M | +5.0% | -22.7% | +27.7% | +9.0% |
| YTD | -6.1% | -56.3% | +50.2% | +8.2% |
| 1Y | +4.6% | -57.7% | +62.2% | +21.2% |
| 3Y | +74.9% | -16.5% | +91.5% | +71.4% |
| All | +19.9% | -53.4% | +73.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling