+155.3%
HBAN vs SFM
+271.4%
-116.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.0% | -10.6% | +9.6% | +0.3% |
| 30D | -5.6% | -15.5% | +9.9% | -3.8% |
| 3M | -1.1% | -17.4% | +16.3% | +0.9% |
| 6M | +9.9% | -3.4% | +13.3% | +9.4% |
| YTD | -0.9% | -8.7% | +7.7% | -0.9% |
| 1Y | -1.4% | -47.2% | +45.8% | +5.8% |
| 3Y | +78.2% | +82.7% | -4.5% | +59.8% |
| 5Y | +37.0% | +214.3% | -177.3% | +11.5% |
| All | +155.3% | +271.4% | -116.1% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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