+78.2%
HBAN vs SRE
+1,544.3%
-1,466.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -1.5% | +1.5% | -2.9% | -2.3% |
| 30D | -5.5% | +0.8% | -6.3% | -6.2% |
| 3M | -0.2% | -5.8% | +5.5% | +2.5% |
| 6M | +5.2% | -7.8% | +13.0% | +9.1% |
| YTD | -2.3% | -2.4% | +0.1% | -2.3% |
| 1Y | -2.2% | +8.9% | -11.1% | -8.1% |
| 3Y | +73.8% | +31.1% | +42.8% | +44.6% |
| 5Y | +35.2% | +48.6% | -13.4% | +3.8% |
| 10Y | +155.4% | +126.1% | +29.2% | +49.2% |
| All | +78.2% | +1,544.3% | -1,466.0% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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