+1,560.7%
LLY vs HBAN
+161.4%
+1,399.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -3.2% | -1.9% | -1.2% | -2.9% |
| 30D | -7.4% | -5.9% | -1.6% | -6.7% |
| 3M | -1.0% | +0.2% | -1.3% | -1.2% |
| 6M | +12.5% | +6.6% | +5.9% | +11.3% |
| YTD | +5.0% | -1.7% | +6.7% | +4.8% |
| 1Y | +49.8% | -1.7% | +51.5% | +49.3% |
| 3Y | +95.5% | +74.9% | +20.6% | +78.8% |
| 5Y | +390.7% | +36.0% | +354.7% | +357.1% |
| All | +1,560.7% | +161.4% | +1,399.3% | +1,163.7% |
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