+45.0%
HBAN vs EFV
+253.2%
-208.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.3% |
| 7D | -1.5% | -0.5% | -1.0% | -0.9% |
| 30D | -5.5% | 0.0% | -5.5% | -5.5% |
| 3M | -0.2% | +8.4% | -8.7% | -9.7% |
| 6M | +5.2% | +12.3% | -7.2% | -9.1% |
| YTD | -2.3% | +17.4% | -19.7% | -20.2% |
| 1Y | -2.2% | +27.1% | -29.3% | -27.5% |
| 3Y | +73.8% | +90.7% | -16.9% | -21.6% |
| 5Y | +35.2% | +95.6% | -60.4% | -40.4% |
| 10Y | +155.4% | +165.3% | -9.9% | -19.4% |
| All | +45.0% | +253.2% | -208.2% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling