+388.2%
EFA vs HBAN
+117.1%
+271.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | -1.7% | -5.6% | +3.9% | -0.5% |
| 3M | +3.5% | -1.1% | +4.6% | +3.6% |
| 6M | +9.5% | +9.9% | -0.4% | +7.3% |
| YTD | +12.9% | -0.9% | +13.8% | +12.7% |
| 1Y | +18.2% | -1.4% | +19.6% | +17.9% |
| 3Y | +64.8% | +78.2% | -13.4% | +44.5% |
| 5Y | +53.9% | +37.0% | +16.9% | +40.1% |
| 10Y | +144.8% | +158.9% | -14.1% | +89.7% |
| All | +388.2% | +117.1% | +271.0% | +234.1% |
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 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