+56.9%
HBAN vs SITM
+4,789.7%
-4,732.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.8% | 0.0% |
| 7D | -1.0% | +3.9% | -4.8% | -1.5% |
| 30D | -5.6% | -6.6% | +1.0% | -5.0% |
| 3M | -1.1% | -11.9% | +10.7% | -1.0% |
| 6M | +9.9% | +81.1% | -71.3% | -2.4% |
| YTD | -0.9% | +80.0% | -80.9% | -12.7% |
| 1Y | -1.4% | +145.8% | -147.2% | -18.0% |
| 3Y | +78.2% | +475.9% | -397.7% | +22.7% |
| 5Y | +37.0% | +189.2% | -152.2% | -4.3% |
| All | +56.9% | +4,789.7% | -4,732.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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