+41.3%
HBAN vs SMR
+7.6%
+33.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -1.5% | +13.1% | -14.6% | -2.4% |
| 30D | -5.5% | +17.8% | -23.3% | -6.8% |
| 3M | -0.2% | +8.1% | -8.3% | -1.5% |
| 6M | +5.2% | -11.1% | +16.3% | +4.5% |
| YTD | -2.3% | -23.7% | +21.4% | -2.5% |
| 1Y | -2.2% | -69.4% | +67.2% | +2.7% |
| 3Y | +73.8% | +82.6% | -8.8% | +36.3% |
| All | +41.3% | +7.6% | +33.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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