+763.1%
PM vs HBAN
+186.6%
+576.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -4.9% | +0.7% | -5.5% | -4.9% |
| 30D | -3.4% | -3.2% | -0.1% | -3.1% |
| 3M | +5.2% | +4.0% | +1.2% | +4.7% |
| 6M | +3.7% | +3.1% | +0.6% | +3.2% |
| YTD | +15.8% | 0.0% | +15.7% | +15.4% |
| 1Y | +17.4% | -1.2% | +18.6% | +17.1% |
| 3Y | +116.9% | +72.5% | +44.5% | +102.0% |
| 5Y | +117.3% | +39.3% | +78.0% | +105.1% |
| 10Y | +193.8% | +157.3% | +36.4% | +156.1% |
| All | +763.1% | +186.6% | +576.6% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling