+2,448.5%
SAP vs HBAN
+245.0%
+2,203.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +0.6% | +2.3% | -1.6% | +0.2% |
| 30D | +6.5% | +4.8% | +1.8% | +5.6% |
| 3M | +12.2% | -10.1% | +22.3% | +14.4% |
| 6M | +46.1% | +5.0% | +41.0% | +44.3% |
| YTD | -1.6% | -6.1% | +4.5% | -1.0% |
| 1Y | -5.1% | +4.6% | -9.7% | -6.5% |
| 3Y | +68.4% | +74.9% | -6.6% | +48.7% |
| 5Y | +79.4% | +21.4% | +58.0% | +67.6% |
| 10Y | +230.5% | +105.3% | +125.2% | +168.2% |
| All | +2,448.5% | +245.0% | +2,203.4% | +981.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling