+155.3%
HBAN vs SM
+23.0%
+132.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.0% | +4.6% | -5.6% | -1.8% |
| 30D | -5.6% | +18.2% | -23.8% | -8.4% |
| 3M | -1.1% | +22.5% | -23.7% | -5.3% |
| 6M | +9.9% | +50.6% | -40.7% | +0.3% |
| YTD | -0.9% | +108.1% | -109.1% | -15.1% |
| 1Y | -1.4% | +46.0% | -47.4% | -10.4% |
| 3Y | +78.2% | +2.9% | +75.3% | +68.2% |
| 5Y | +37.0% | +112.6% | -75.6% | +9.4% |
| All | +155.3% | +23.0% | +132.3% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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