+775.4%
HBAN vs SAN
+2,106.1%
-1,330.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.1% | +3.3% | -1.3% | +0.4% |
| 30D | -4.5% | +1.1% | -5.6% | -5.0% |
| 3M | +2.6% | +22.2% | -19.6% | -7.7% |
| 6M | +4.7% | +36.0% | -31.3% | -11.2% |
| YTD | -1.5% | +28.2% | -29.8% | -14.8% |
| 1Y | -1.9% | +54.1% | -56.1% | -23.0% |
| 3Y | +75.2% | +354.2% | -279.0% | -23.0% |
| 5Y | +37.2% | +387.3% | -350.1% | -43.3% |
| 10Y | +156.6% | +334.8% | -178.2% | +7.5% |
| All | +775.4% | +2,106.1% | -1,330.6% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling