+48.9%
HBAN vs S
-56.8%
+105.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.7% | -7.7% | +8.4% | +1.5% |
| 30D | -3.2% | -5.3% | +2.1% | -2.9% |
| 3M | +4.0% | +20.3% | -16.3% | +1.4% |
| 6M | +3.1% | +47.4% | -44.2% | -2.3% |
| YTD | 0.0% | +32.5% | -32.5% | -4.3% |
| 1Y | -1.2% | +9.5% | -10.7% | -3.5% |
| 3Y | +72.5% | +15.5% | +57.0% | +65.3% |
| 5Y | +39.3% | -71.2% | +110.5% | +35.2% |
| All | +48.9% | -56.8% | +105.7% | +51.7% |
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