+32.5%
PFE vs HBAN
+161.4%
-128.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -4.0% | -1.9% | -2.1% | -3.7% |
| 30D | +3.9% | -5.9% | +9.7% | +5.0% |
| 3M | +9.9% | +0.2% | +9.7% | +9.6% |
| 6M | +5.3% | +6.6% | -1.4% | +3.7% |
| YTD | +16.8% | -1.7% | +18.5% | +16.5% |
| 1Y | +20.4% | -1.7% | +22.1% | +20.0% |
| 3Y | -2.1% | +74.9% | -77.0% | -14.2% |
| 5Y | -21.0% | +36.0% | -56.9% | -28.8% |
| All | +32.5% | +161.4% | -128.9% | -11.8% |
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 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