+131.5%
PM vs HBAN
+35.4%
+96.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +1.9% | -1.9% | +3.9% | +2.2% |
| 30D | +1.9% | -5.9% | +7.8% | +2.7% |
| 3M | +4.6% | +0.2% | +4.3% | +4.5% |
| 6M | +11.7% | +6.6% | +5.0% | +10.5% |
| YTD | +20.4% | -1.7% | +22.1% | +20.1% |
| 1Y | +19.0% | -1.7% | +20.7% | +18.6% |
| 3Y | +130.4% | +74.9% | +55.5% | +102.0% |
| 5Y | +131.5% | +36.0% | +95.5% | +106.6% |
| All | +131.5% | +35.4% | +96.0% | +106.6% |
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