+155.3%
HBAN vs SCHG
+459.0%
-303.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -1.0% | -1.0% | 0.0% | -0.2% |
| 30D | -5.6% | -1.3% | -4.3% | -4.8% |
| 3M | -1.1% | +5.4% | -6.6% | -5.1% |
| 6M | +9.9% | +14.4% | -4.5% | -0.9% |
| YTD | -0.9% | +8.0% | -9.0% | -7.0% |
| 1Y | -1.4% | +12.7% | -14.1% | -10.6% |
| 3Y | +78.2% | +85.6% | -7.4% | +10.6% |
| 5Y | +37.0% | +85.5% | -48.5% | -16.6% |
| All | +155.3% | +459.0% | -303.7% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling