+36.3%
HBAN vs SCHG
+84.3%
-48.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -1.0% | -1.0% | 0.0% | -0.3% |
| 30D | -5.6% | -1.3% | -4.3% | -4.9% |
| 3M | -1.1% | +5.4% | -6.6% | -4.6% |
| 6M | +9.9% | +14.4% | -4.5% | +0.4% |
| YTD | -0.9% | +8.0% | -9.0% | -6.2% |
| 1Y | -1.4% | +12.7% | -14.1% | -9.5% |
| 3Y | +78.2% | +85.6% | -7.4% | +18.2% |
| All | +36.3% | +84.3% | -48.0% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling