+339.8%
HBAN vs SPXS
-100.0%
+439.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | 0.0% |
| 7D | -1.5% | +1.2% | -2.7% | -0.8% |
| 30D | -5.5% | +5.2% | -10.7% | -2.9% |
| 3M | -0.2% | -9.2% | +8.9% | -4.2% |
| 6M | +5.2% | -29.6% | +34.7% | -10.2% |
| YTD | -2.3% | -27.6% | +25.3% | -14.8% |
| 1Y | -2.2% | -36.7% | +34.5% | -19.7% |
| 3Y | +73.8% | -79.8% | +153.7% | -8.4% |
| 5Y | +35.2% | -85.9% | +121.1% | -26.6% |
| 10Y | +155.4% | -99.5% | +254.9% | -68.0% |
| All | +339.8% | -100.0% | +439.7% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling