+36.0%
HBAN vs ED
+66.8%
-30.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.9% | -1.9% | -0.1% | -1.7% |
| 30D | -5.9% | +0.1% | -6.0% | -5.9% |
| 3M | +0.2% | 0.0% | +0.2% | +0.2% |
| 6M | +6.6% | -2.5% | +9.2% | +6.9% |
| YTD | -1.7% | +10.1% | -11.8% | -3.7% |
| 1Y | -1.7% | +13.6% | -15.3% | -4.4% |
| 3Y | +74.9% | +32.4% | +42.4% | +59.5% |
| 5Y | +36.0% | +69.9% | -33.9% | +17.7% |
| All | +36.0% | +66.8% | -30.8% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling