+734.5%
HBAN vs ECL
+14,456.0%
-13,721.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | +2.3% | +2.9% | -0.6% | +0.7% |
| 30D | +4.8% | +7.5% | -2.7% | +0.6% |
| 3M | -10.1% | +12.2% | -22.3% | -15.9% |
| 6M | +5.0% | +24.6% | -19.5% | -7.5% |
| YTD | -6.1% | +18.8% | -24.9% | -15.4% |
| 1Y | +4.6% | +19.3% | -14.8% | -6.0% |
| 3Y | +74.9% | +78.2% | -3.3% | +23.6% |
| 5Y | +21.4% | +38.8% | -17.4% | -3.2% |
| 10Y | +105.3% | +197.8% | -92.6% | +8.5% |
| All | +734.5% | +14,456.0% | -13,721.5% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling