+19.9%
HBAN vs SM
+5.5%
+14.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.3% | +9.4% | -7.1% | +0.5% |
| 30D | +4.8% | -14.4% | +19.1% | +7.2% |
| 3M | -10.1% | +1.6% | -11.6% | -11.3% |
| 6M | +5.0% | +6.3% | -1.3% | +1.5% |
| YTD | -6.1% | +78.8% | -84.9% | -21.1% |
| 1Y | +4.6% | +83.1% | -78.6% | -12.8% |
| 3Y | +74.9% | -5.9% | +80.8% | +64.0% |
| All | +19.9% | +5.5% | +14.4% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling