+155.3%
HBAN vs SAN
+357.1%
-201.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -5.6% | +0.9% | -6.5% | -6.1% |
| 3M | -1.1% | +19.1% | -20.3% | -10.9% |
| 6M | +9.9% | +33.2% | -23.3% | -7.9% |
| YTD | -0.9% | +29.1% | -30.1% | -16.5% |
| 1Y | -1.4% | +50.2% | -51.6% | -24.3% |
| 3Y | +78.2% | +351.0% | -272.8% | -32.7% |
| 5Y | +37.0% | +394.7% | -357.7% | -53.1% |
| All | +155.3% | +357.1% | -201.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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