+54.4%
HBAN vs SN
+476.8%
-422.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | 0.0% |
| 7D | -1.5% | -3.4% | +1.9% | -0.7% |
| 30D | -5.5% | -9.1% | +3.6% | -3.6% |
| 3M | -0.2% | +31.8% | -32.0% | -6.8% |
| 6M | +5.2% | +52.0% | -46.9% | -5.4% |
| YTD | -2.3% | +51.3% | -53.6% | -12.3% |
| 1Y | -2.2% | +46.9% | -49.1% | -11.9% |
| 3Y | +73.8% | +394.9% | -321.1% | +33.9% |
| All | +54.4% | +476.8% | -422.4% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling