+155.3%
HBAN vs STLA
+55.1%
+100.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.1% |
| 7D | -1.0% | -2.9% | +1.9% | +0.1% |
| 30D | -5.6% | +0.9% | -6.5% | -6.4% |
| 3M | -1.1% | -21.6% | +20.5% | +7.3% |
| 6M | +9.9% | -21.6% | +31.5% | +18.0% |
| YTD | -0.9% | -50.4% | +49.5% | +24.6% |
| 1Y | -1.4% | -43.6% | +42.2% | +15.7% |
| 3Y | +78.2% | -66.4% | +144.6% | +146.0% |
| 5Y | +37.0% | -62.3% | +99.3% | +73.4% |
| All | +155.3% | +55.1% | +100.2% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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