+35.1%
HBAN vs STLA
-63.6%
+98.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -5.5% | -5.2% | -0.3% | -4.3% |
| 3M | -0.2% | -24.9% | +24.6% | +8.2% |
| 6M | +5.2% | -25.2% | +30.3% | +13.4% |
| YTD | -2.3% | -51.4% | +49.1% | +19.7% |
| 1Y | -2.2% | -40.7% | +38.5% | +9.2% |
| 3Y | +73.8% | -66.3% | +140.1% | +128.2% |
| All | +35.1% | -63.6% | +98.8% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling