+789.5%
HBAN vs SO
+5,976.4%
-5,186.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | -3.2% | -4.6% | +1.3% | -1.4% |
| 3M | +4.0% | -3.0% | +7.0% | +5.1% |
| 6M | +3.1% | -8.3% | +11.4% | +6.5% |
| YTD | 0.0% | +3.5% | -3.5% | -1.9% |
| 1Y | -1.2% | -0.9% | -0.3% | -1.5% |
| 3Y | +72.5% | +45.4% | +27.1% | +44.2% |
| 5Y | +39.3% | +59.6% | -20.3% | +10.1% |
| 10Y | +157.3% | +156.6% | +0.7% | +63.9% |
| All | +789.5% | +5,976.4% | -5,186.8% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling