+36.0%
HBAN vs SAN
+379.7%
-343.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.9% | -2.8% | +0.9% | -0.6% |
| 30D | -5.9% | -0.5% | -5.3% | -5.6% |
| 3M | +0.2% | +22.7% | -22.5% | -9.3% |
| 6M | +6.6% | +28.8% | -22.1% | -6.2% |
| YTD | -1.7% | +26.3% | -28.0% | -13.6% |
| 1Y | -1.7% | +48.8% | -50.6% | -20.7% |
| 3Y | +74.9% | +347.2% | -272.3% | -23.6% |
| 5Y | +36.0% | +383.8% | -347.8% | -44.6% |
| All | +36.0% | +379.7% | -343.8% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling