+36.0%
HBAN vs SPG
+103.4%
-67.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -1.9% | -2.2% | +0.3% | -0.6% |
| 30D | -5.9% | -5.8% | -0.1% | -2.3% |
| 3M | +0.2% | -2.8% | +3.0% | +1.8% |
| 6M | +6.6% | +8.9% | -2.2% | +0.5% |
| YTD | -1.7% | +14.3% | -16.0% | -10.3% |
| 1Y | -1.7% | +19.5% | -21.2% | -13.0% |
| 3Y | +74.9% | +106.9% | -32.0% | +8.1% |
| 5Y | +36.0% | +108.7% | -72.8% | -19.7% |
| All | +36.0% | +103.4% | -67.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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