+151.7%
HYG vs HBAN
+53.5%
+98.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -0.7% | -5.6% | +4.9% | -0.3% |
| 3M | -0.2% | -1.1% | +1.0% | -0.2% |
| 6M | +1.4% | +9.9% | -8.5% | +0.6% |
| YTD | +1.5% | -0.9% | +2.4% | +1.3% |
| 1Y | +2.9% | -1.4% | +4.3% | +2.7% |
| 3Y | +25.6% | +78.2% | -52.6% | +19.6% |
| 5Y | +18.6% | +37.0% | -18.5% | +14.1% |
| 10Y | +55.7% | +158.9% | -103.2% | +40.8% |
| All | +151.7% | +53.5% | +98.2% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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