+241.1%
IONQ vs HBAN
+67.0%
+174.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.9% |
| 7D | -5.6% | -1.9% | -3.7% | -4.2% |
| 30D | -15.2% | -5.9% | -9.3% | -11.3% |
| 3M | -34.9% | +0.2% | -35.2% | -35.6% |
| 6M | +4.9% | +6.6% | -1.7% | -0.7% |
| YTD | -17.9% | -1.7% | -16.2% | -18.1% |
| 1Y | -16.0% | -1.7% | -14.3% | -16.3% |
| 3Y | +90.5% | +74.9% | +15.6% | +31.4% |
| 5Y | +268.4% | +36.0% | +232.4% | +183.6% |
| All | +241.1% | +67.0% | +174.2% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling