+39.7%
HBAN vs S
-51.7%
+91.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +2.3% | +2.0% | +0.3% | +2.0% |
| 30D | +4.8% | -2.7% | +7.5% | +4.9% |
| 3M | -10.1% | -6.9% | -3.2% | -9.9% |
| 6M | +5.0% | +38.1% | -33.0% | +0.3% |
| YTD | -6.1% | +48.0% | -54.1% | -11.6% |
| 1Y | +4.6% | +34.5% | -29.9% | -0.6% |
| 3Y | +74.9% | +38.3% | +36.6% | +64.1% |
| 5Y | +21.4% | -70.9% | +92.3% | +15.3% |
| All | +39.7% | -51.7% | +91.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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