+155.3%
HBAN vs EFV
+169.9%
-14.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.5% |
| 7D | -1.0% | -0.8% | -0.2% | 0.0% |
| 30D | -5.6% | +0.6% | -6.2% | -6.3% |
| 3M | -1.1% | +7.5% | -8.7% | -9.5% |
| 6M | +9.9% | +13.0% | -3.1% | -5.6% |
| YTD | -0.9% | +18.3% | -19.3% | -19.9% |
| 1Y | -1.4% | +26.7% | -28.1% | -26.7% |
| 3Y | +78.2% | +89.6% | -11.4% | -20.2% |
| 5Y | +37.0% | +98.2% | -61.2% | -41.4% |
| All | +155.3% | +169.9% | -14.6% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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