+153.3%
HBAN vs STT
+267.9%
-114.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.9% | -1.4% | -0.6% | -0.9% |
| 30D | -5.9% | +2.2% | -8.0% | -7.4% |
| 3M | +0.2% | +18.8% | -18.6% | -12.3% |
| 6M | +6.6% | +57.9% | -51.3% | -25.1% |
| YTD | -1.7% | +51.0% | -52.7% | -28.9% |
| 1Y | -1.7% | +77.1% | -78.9% | -37.2% |
| 3Y | +74.9% | +199.8% | -124.9% | -24.8% |
| 5Y | +36.0% | +156.0% | -120.0% | -36.9% |
| All | +153.3% | +267.9% | -114.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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