+126.3%
HBAN vs Z
+25.1%
+101.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +0.7% | -3.0% | +3.7% | +1.1% |
| 30D | -3.2% | -4.2% | +0.9% | -2.8% |
| 3M | +4.0% | -3.7% | +7.7% | +4.1% |
| 6M | +3.1% | -24.5% | +27.6% | +7.1% |
| YTD | 0.0% | -49.3% | +49.3% | +10.4% |
| 1Y | -1.2% | -58.7% | +57.5% | +12.4% |
| 3Y | +72.5% | -34.1% | +106.6% | +77.5% |
| 5Y | +39.3% | -64.5% | +103.8% | +49.3% |
| 10Y | +157.3% | -0.5% | +157.8% | +101.6% |
| All | +126.3% | +25.1% | +101.2% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling