+171.3%
SAP vs HBAN
+161.4%
+9.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.1% | -1.9% | -3.2% | -4.6% |
| 30D | -1.8% | -5.9% | +4.1% | -0.3% |
| 3M | +20.9% | +0.2% | +20.7% | +20.6% |
| 6M | +7.0% | +6.6% | +0.3% | +4.8% |
| YTD | -13.7% | -1.7% | -12.0% | -14.1% |
| 1Y | -19.6% | -1.7% | -17.9% | -20.0% |
| 3Y | +52.4% | +74.9% | -22.5% | +27.4% |
| 5Y | +54.4% | +36.0% | +18.5% | +35.4% |
| All | +171.3% | +161.4% | +9.9% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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