+734.5%
HBAN vs SAN
+1,735.1%
-1,000.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +2.3% | +4.0% | -1.7% | +0.2% |
| 30D | +4.8% | -7.8% | +12.6% | +8.6% |
| 3M | -10.1% | -16.4% | +6.3% | -2.3% |
| 6M | +5.0% | +3.5% | +1.5% | +2.0% |
| YTD | -6.1% | +6.7% | -12.8% | -11.5% |
| 1Y | +4.6% | +14.5% | -9.9% | -4.9% |
| 3Y | +74.9% | +243.5% | -168.6% | -11.9% |
| 5Y | +21.4% | +296.2% | -274.8% | -44.6% |
| 10Y | +105.3% | +268.5% | -163.2% | -6.8% |
| All | +734.5% | +1,735.1% | -1,000.6% | +163.6% |
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 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