+161.5%
HBAN vs SW
+147.8%
+13.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.4% |
| 7D | +0.7% | -5.1% | +5.7% | +1.4% |
| 30D | -3.2% | -4.6% | +1.3% | -2.6% |
| 3M | +4.0% | +9.4% | -5.4% | +2.3% |
| 6M | +3.1% | +3.5% | -0.4% | +2.0% |
| YTD | 0.0% | +22.0% | -22.0% | -3.6% |
| 1Y | -1.2% | +2.2% | -3.4% | -2.6% |
| 3Y | +72.5% | +19.6% | +52.9% | +65.2% |
| 5Y | +39.3% | -2.3% | +41.6% | +32.4% |
| All | +161.5% | +147.8% | +13.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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