+2,383.6%
IBM vs HBAN
+780.9%
+1,602.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.3% | +2.1% | -1.8% | 0.0% |
| 30D | -1.5% | -4.5% | +3.0% | -0.8% |
| 3M | -16.8% | +2.6% | -19.3% | -17.2% |
| 6M | -9.0% | +4.7% | -13.8% | -9.8% |
| YTD | -20.1% | -1.5% | -18.5% | -19.9% |
| 1Y | -7.0% | -1.9% | -5.1% | -6.9% |
| 3Y | +72.4% | +75.2% | -2.8% | +55.9% |
| 5Y | +112.0% | +37.2% | +74.8% | +96.7% |
| 10Y | +131.6% | +156.6% | -25.0% | +91.8% |
| All | +2,383.6% | +780.9% | +1,602.7% | +1,307.2% |
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