+36.0%
HBAN vs SFM
+212.1%
-176.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -1.9% | -8.8% | +6.8% | -1.0% |
| 30D | -5.9% | -14.5% | +8.6% | -4.3% |
| 3M | +0.2% | -16.8% | +17.1% | +2.0% |
| 6M | +6.6% | -5.3% | +12.0% | +6.4% |
| YTD | -1.7% | -9.4% | +7.7% | -1.5% |
| 1Y | -1.7% | -46.2% | +44.4% | +5.5% |
| 3Y | +74.9% | +81.3% | -6.4% | +57.9% |
| 5Y | +36.0% | +211.9% | -175.9% | +6.7% |
| All | +36.0% | +212.1% | -176.2% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling