+120.5%
PG vs HBAN
+156.5%
-36.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | +1.1% | -6.4% | +7.5% | +1.8% |
| 3M | -1.6% | -3.4% | +1.8% | -1.3% |
| 6M | -1.5% | +12.4% | -13.9% | -2.8% |
| YTD | +4.2% | -1.5% | +5.7% | +4.1% |
| 1Y | -4.7% | -2.1% | -2.6% | -4.9% |
| 3Y | +2.2% | +75.5% | -73.3% | -5.5% |
| 5Y | +14.3% | +39.1% | -24.8% | +7.4% |
| 10Y | +120.5% | +159.1% | -38.6% | +89.1% |
| All | +120.5% | +156.5% | -36.0% | +89.1% |
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