+6.0%
HBAN vs SCHG
+0.2%
+5.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -0.5% |
| 7D | -2.3% | -6.8% | +4.5% | +0.6% |
| 30D | +1.8% | -11.2% | +13.0% | +6.9% |
| 3M | -10.4% | -7.4% | -3.1% | -7.7% |
| 6M | -3.1% | -1.0% | -2.0% | -3.0% |
| YTD | -7.4% | +0.9% | -8.3% | -11.1% |
| 1Y | +6.0% | -0.2% | +6.2% | +2.4% |
| All | +6.0% | +0.2% | +5.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling