+75.8%
HBAN vs ECL
+54.1%
+21.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | -1.5% | -2.7% | +1.3% | -0.3% |
| 30D | -5.5% | -4.3% | -1.2% | -3.8% |
| 3M | -0.2% | +3.2% | -3.5% | -1.9% |
| 6M | +5.2% | -2.9% | +8.1% | +6.0% |
| YTD | -2.3% | +4.3% | -6.6% | -4.8% |
| 1Y | -2.2% | +1.6% | -3.8% | -3.9% |
| All | +75.8% | +54.1% | +21.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling