-5.1%
SAP vs HBAN
+3.6%
-8.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +0.6% | +2.3% | -1.6% | +0.4% |
| 30D | +6.5% | +4.8% | +1.8% | +6.1% |
| 3M | +12.2% | -10.1% | +22.3% | +12.9% |
| 6M | +46.1% | +5.0% | +41.0% | +45.3% |
| YTD | -1.6% | -6.1% | +4.5% | -3.1% |
| 1Y | -5.1% | +4.6% | -9.7% | -11.1% |
| All | -5.1% | +3.6% | -8.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling