+768.7%
HBAN vs EFX
+6,078.9%
-5,310.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | -1.5% | -9.4% | +7.9% | +2.5% |
| 30D | -5.5% | -6.9% | +1.4% | -3.1% |
| 3M | -0.2% | +0.1% | -0.4% | -1.7% |
| 6M | +5.2% | -17.3% | +22.5% | +11.5% |
| YTD | -2.3% | -21.8% | +19.5% | +4.9% |
| 1Y | -2.2% | -32.5% | +30.3% | +11.3% |
| 3Y | +73.8% | -12.3% | +86.2% | +71.8% |
| 5Y | +35.2% | -36.6% | +71.8% | +48.8% |
| 10Y | +155.4% | +41.0% | +114.3% | +86.9% |
| All | +768.7% | +6,078.9% | -5,310.2% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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