+272.2%
QCOM vs HBAN
+161.4%
+110.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +4.9% | -1.9% | +6.9% | +5.7% |
| 30D | +9.3% | -5.9% | +15.2% | +11.9% |
| 3M | -7.0% | +0.2% | -7.2% | -7.4% |
| 6M | +32.0% | +6.6% | +25.4% | +28.2% |
| YTD | +5.0% | -1.7% | +6.7% | +4.9% |
| 1Y | +13.6% | -1.7% | +15.3% | +13.2% |
| 3Y | +77.6% | +74.9% | +2.7% | +40.2% |
| 5Y | +38.2% | +36.0% | +2.2% | +17.7% |
| All | +272.2% | +161.4% | +110.8% | +168.8% |
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