+36.0%
HBAN vs EL
-69.5%
+105.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | -1.9% | -4.4% | +2.4% | -0.9% |
| 30D | -5.9% | +10.3% | -16.1% | -8.5% |
| 3M | +0.2% | +13.4% | -13.1% | -3.4% |
| 6M | +6.6% | +3.1% | +3.6% | +4.4% |
| YTD | -1.7% | -6.9% | +5.2% | -2.4% |
| 1Y | -1.7% | +11.9% | -13.6% | -7.8% |
| 3Y | +74.9% | -33.8% | +108.7% | +80.6% |
| 5Y | +36.0% | -69.0% | +104.9% | +88.6% |
| All | +36.0% | -69.5% | +105.4% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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