+438.5%
HBAN vs SM
+1,670.2%
-1,231.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -2.2% |
| 7D | +2.1% | -0.2% | +2.2% | +2.1% |
| 30D | -4.5% | +31.5% | -36.0% | -9.4% |
| 3M | +2.6% | +17.3% | -14.8% | -1.3% |
| 6M | +4.7% | +48.5% | -43.8% | -4.7% |
| YTD | -1.5% | +106.3% | -107.8% | -16.1% |
| 1Y | -1.9% | +47.3% | -49.2% | -11.5% |
| 3Y | +75.2% | -1.4% | +76.6% | +66.2% |
| 5Y | +37.2% | +114.0% | -76.9% | +7.6% |
| 10Y | +156.6% | +12.5% | +144.1% | +54.4% |
| All | +438.5% | +1,670.2% | -1,231.7% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling