+176.8%
HBAN vs SPYG
+553.6%
-376.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.4% |
| 7D | -1.9% | -1.8% | -0.1% | -0.2% |
| 30D | -5.9% | -1.9% | -3.9% | -4.2% |
| 3M | +0.2% | +5.2% | -4.9% | -4.9% |
| 6M | +6.6% | +15.6% | -8.9% | -8.1% |
| YTD | -1.7% | +12.4% | -14.1% | -13.3% |
| 1Y | -1.7% | +17.5% | -19.2% | -17.3% |
| 3Y | +74.9% | +98.1% | -23.2% | -12.9% |
| 5Y | +36.0% | +84.9% | -49.0% | -29.5% |
| 10Y | +156.9% | +417.7% | -260.8% | -54.7% |
| All | +176.8% | +553.6% | -376.8% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling