+138.2%
HBAN vs SPMO
+562.6%
-424.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.9% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -5.9% | -0.7% | -5.2% | -5.5% |
| 3M | +0.2% | +2.8% | -2.6% | -3.5% |
| 6M | +6.6% | +24.4% | -17.8% | -12.1% |
| YTD | -1.7% | +24.2% | -25.9% | -18.9% |
| 1Y | -1.7% | +24.5% | -26.2% | -19.3% |
| 3Y | +74.9% | +155.6% | -80.7% | -18.3% |
| 5Y | +36.0% | +148.2% | -112.2% | -34.9% |
| 10Y | +156.9% | +514.8% | -357.9% | -30.6% |
| All | +138.2% | +562.6% | -424.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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