+413.3%
HBAN vs SM
+1,434.4%
-1,021.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 6M | +5.0% | +6.3% | -1.3% | +1.8% |
| YTD | -6.1% | +78.8% | -84.9% | -18.5% |
| 1Y | +4.6% | +83.1% | -78.6% | -9.7% |
| 3Y | +74.9% | -5.9% | +80.8% | +66.5% |
| 5Y | +21.4% | +4.8% | +16.6% | +8.2% |
| 10Y | +105.3% | +17.5% | +87.7% | +22.2% |
| All | +413.3% | +1,434.4% | -1,021.1% | +98.6% |
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