-1.2%
HBAN vs SN
+46.4%
-47.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +0.7% | -9.3% | +10.0% | +2.8% |
| 30D | -3.2% | -4.8% | +1.6% | -2.3% |
| 3M | +4.0% | +40.4% | -36.5% | -4.7% |
| 6M | +3.1% | +50.9% | -47.8% | -8.0% |
| YTD | 0.0% | +54.9% | -54.9% | -11.7% |
| 1Y | -1.2% | +43.0% | -44.2% | -8.1% |
| All | -1.2% | +46.4% | -47.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling