+383.8%
HBAN vs SPY
+3,074.3%
-2,690.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.9% |
| 7D | +2.1% | +0.5% | +1.5% | +1.4% |
| 30D | -4.5% | -0.9% | -3.6% | -3.4% |
| 3M | +2.6% | +3.9% | -1.3% | -2.5% |
| 6M | +4.7% | +14.5% | -9.8% | -12.1% |
| YTD | -1.5% | +12.9% | -14.5% | -15.9% |
| 1Y | -1.9% | +19.4% | -21.3% | -22.1% |
| 3Y | +75.2% | +78.5% | -3.3% | -16.2% |
| 5Y | +37.2% | +81.8% | -44.6% | -36.3% |
| 10Y | +156.6% | +311.5% | -154.9% | -57.6% |
| All | +383.8% | +3,074.3% | -2,690.5% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling