+74.9%
HBAN vs SO
+52.7%
+22.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +2.3% | +1.4% | +0.9% | +2.1% |
| 30D | +4.8% | +4.7% | +0.1% | +4.1% |
| 3M | -10.1% | +1.7% | -11.8% | -10.3% |
| 6M | +5.0% | +2.2% | +2.9% | +4.6% |
| YTD | -6.1% | +10.0% | -16.1% | -7.5% |
| 1Y | +4.6% | +6.0% | -1.5% | +3.5% |
| 3Y | +74.9% | +54.1% | +20.8% | +48.4% |
| All | +74.9% | +52.7% | +22.2% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling