+155.3%
HBAN vs SO
+159.0%
-3.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | -5.6% | -5.0% | -0.6% | -3.8% |
| 3M | -1.1% | -5.8% | +4.6% | +1.0% |
| 6M | +9.9% | -7.9% | +17.8% | +13.1% |
| YTD | -0.9% | +2.4% | -3.4% | -2.4% |
| 1Y | -1.4% | -2.3% | +0.9% | -1.2% |
| 3Y | +78.2% | +41.9% | +36.3% | +50.1% |
| 5Y | +37.0% | +58.1% | -21.0% | +7.8% |
| All | +155.3% | +159.0% | -3.7% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling