+155.3%
HBAN vs SPY
+322.5%
-167.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.1% |
| 30D | -5.6% | -1.1% | -4.5% | -4.5% |
| 3M | -1.1% | +3.9% | -5.0% | -5.5% |
| 6M | +9.9% | +13.6% | -3.7% | -5.6% |
| YTD | -0.9% | +12.7% | -13.6% | -14.1% |
| 1Y | -1.4% | +17.5% | -18.9% | -18.7% |
| 3Y | +78.2% | +76.9% | +1.3% | -8.6% |
| 5Y | +37.0% | +83.6% | -46.6% | -32.8% |
| All | +155.3% | +322.5% | -167.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling