-21.4%
PFE vs HBAN
+36.5%
-57.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.1% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | +2.7% | -5.5% | +8.2% | +3.6% |
| 3M | +10.0% | -0.2% | +10.2% | +9.8% |
| 6M | +7.2% | +5.2% | +2.0% | +6.0% |
| YTD | +17.3% | -2.3% | +19.6% | +17.2% |
| 1Y | +20.3% | -2.2% | +22.5% | +20.0% |
| 3Y | -1.6% | +73.8% | -75.5% | -11.0% |
| 5Y | -21.4% | +35.2% | -56.6% | -27.0% |
| All | -21.4% | +36.5% | -57.8% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling