+36.3%
HBAN vs SPYG
+85.2%
-48.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.4% |
| 30D | -5.6% | -1.5% | -4.1% | -4.6% |
| 3M | -1.1% | +3.7% | -4.9% | -3.9% |
| 6M | +9.9% | +16.4% | -6.5% | -1.9% |
| YTD | -0.9% | +13.3% | -14.3% | -10.1% |
| 1Y | -1.4% | +17.9% | -19.3% | -13.3% |
| 3Y | +78.2% | +98.3% | -20.1% | +6.7% |
| All | +36.3% | +85.2% | -48.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling