-14.9%
PEP vs HBAN
+71.9%
-86.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.7% | -1.5% | -0.2% | -1.6% |
| 30D | +0.3% | -5.5% | +5.8% | +0.7% |
| 3M | -3.2% | -0.2% | -3.0% | -3.2% |
| 6M | -13.6% | +5.2% | -18.7% | -13.9% |
| YTD | -1.9% | -2.3% | +0.4% | -1.8% |
| 1Y | -0.6% | -2.2% | +1.6% | -0.5% |
| All | -14.9% | +71.9% | -86.8% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling