+3,343.4%
STX vs HBAN
+163.4%
+3,180.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -5.5% | -5.6% | +0.1% | -3.3% |
| 3M | -4.3% | -1.1% | -3.2% | -4.3% |
| 6M | +115.6% | +9.9% | +105.7% | +106.0% |
| YTD | +202.2% | -0.9% | +203.1% | +199.2% |
| 1Y | +325.3% | -1.4% | +326.7% | +319.4% |
| 3Y | +1,283.9% | +78.2% | +1,205.7% | +954.4% |
| 5Y | +1,048.3% | +37.0% | +1,011.3% | +854.5% |
| All | +3,343.4% | +163.4% | +3,180.0% | +2,049.2% |
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