+69.0%
HBAN vs SGI
+2,073.9%
-2,004.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +2.1% | +9.3% | -7.2% | -1.2% |
| 30D | -4.5% | +6.9% | -11.4% | -7.0% |
| 3M | +2.6% | +2.8% | -0.3% | +0.8% |
| 6M | +4.7% | -12.6% | +17.3% | +8.5% |
| YTD | -1.5% | -21.5% | +20.0% | +5.7% |
| 1Y | -1.9% | -18.8% | +16.8% | +3.4% |
| 3Y | +75.2% | +60.8% | +14.4% | +41.4% |
| 5Y | +37.2% | +60.0% | -22.8% | +6.0% |
| 10Y | +156.6% | +267.8% | -111.2% | +21.0% |
| All | +69.0% | +2,073.9% | -2,004.9% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 all: compounded portfolio wealth divided by compounded SGI 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…
all analysis · Full analysis span regression · 6 months rolling