+36.0%
HBAN vs SBAC
-45.4%
+81.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.5% | +1.1% |
| 7D | -1.9% | -5.3% | +3.3% | -1.1% |
| 30D | -5.9% | +0.4% | -6.2% | -6.0% |
| 3M | +0.2% | -11.9% | +12.1% | +2.2% |
| 6M | +6.6% | -4.5% | +11.1% | +6.9% |
| YTD | -1.7% | -4.3% | +2.6% | -1.8% |
| 1Y | -1.7% | -3.9% | +2.2% | -2.0% |
| 3Y | +74.9% | -11.0% | +85.9% | +73.5% |
| 5Y | +36.0% | -44.1% | +80.0% | +42.4% |
| All | +36.0% | -45.4% | +81.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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