+342.4%
HBAN vs SPXS
-100.0%
+442.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +1.6% |
| 7D | -1.9% | +6.4% | -8.3% | +1.2% |
| 30D | -5.9% | +6.0% | -11.8% | -2.9% |
| 3M | +0.2% | -11.6% | +11.9% | -5.1% |
| 6M | +6.6% | -28.7% | +35.4% | -8.3% |
| YTD | -1.7% | -26.3% | +24.6% | -13.5% |
| 1Y | -1.7% | -34.9% | +33.2% | -18.1% |
| 3Y | +74.9% | -79.5% | +154.3% | -6.9% |
| 5Y | +36.0% | -85.9% | +121.9% | -26.4% |
| 10Y | +156.9% | -99.5% | +256.4% | -67.5% |
| All | +342.4% | -100.0% | +442.4% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling