+1,106.7%
XLY vs HBAN
+83.6%
+1,023.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -4.2% | -5.6% | +1.4% | -3.0% |
| 3M | -2.7% | -1.1% | -1.5% | -2.5% |
| 6M | -0.6% | +9.9% | -10.5% | -2.8% |
| YTD | -5.0% | -0.9% | -4.1% | -5.2% |
| 1Y | -4.1% | -1.4% | -2.7% | -4.3% |
| 3Y | +33.6% | +78.2% | -44.6% | +16.5% |
| 5Y | +28.7% | +37.0% | -8.3% | +17.6% |
| 10Y | +219.6% | +158.9% | +60.7% | +146.0% |
| All | +1,106.7% | +83.6% | +1,023.1% | +677.5% |
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