+236.6%
SAP vs HBAN
+102.9%
+133.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +0.6% | +2.3% | -1.6% | 0.0% |
| 30D | +6.5% | +4.8% | +1.8% | +5.2% |
| 3M | +12.2% | -10.1% | +22.3% | +15.2% |
| 6M | +46.1% | +5.0% | +41.0% | +43.6% |
| YTD | -1.6% | -6.1% | +4.5% | -0.9% |
| 1Y | -5.1% | +4.6% | -9.7% | -7.3% |
| 3Y | +68.4% | +74.9% | -6.6% | +40.3% |
| 5Y | +79.4% | +21.4% | +58.0% | +61.6% |
| All | +236.6% | +102.9% | +133.7% | +161.5% |
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