+508.9%
XLP vs HBAN
+85.4%
+423.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -0.9% | -3.2% | +2.4% | -0.5% |
| 3M | +3.8% | +4.0% | -0.1% | +3.3% |
| 6M | -1.7% | +3.1% | -4.9% | -2.2% |
| YTD | +10.3% | 0.0% | +10.2% | +10.0% |
| 1Y | +7.8% | -1.2% | +9.0% | +7.6% |
| 3Y | +27.2% | +72.5% | -45.3% | +18.6% |
| 5Y | +32.5% | +39.3% | -6.8% | +25.1% |
| 10Y | +101.8% | +157.3% | -55.5% | +74.1% |
| All | +508.9% | +85.4% | +423.5% | +372.7% |
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