+47.2%
HBAN vs SBAC
+2,199.0%
-2,151.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | -4.5% | +3.2% | -7.7% | -5.0% |
| 3M | +2.6% | -5.1% | +7.6% | +3.1% |
| 6M | +4.7% | -2.1% | +6.8% | +4.4% |
| YTD | -1.5% | -0.5% | -1.0% | -2.3% |
| 1Y | -1.9% | +1.1% | -3.1% | -3.0% |
| 3Y | +75.2% | -7.4% | +82.6% | +74.0% |
| 5Y | +37.2% | -44.3% | +81.5% | +45.6% |
| 10Y | +156.6% | +77.6% | +79.0% | +126.0% |
| All | +47.2% | +2,199.0% | -2,151.8% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling