+156.5%
HBAN vs ELF
+303.8%
-147.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -1.0% | -11.6% | +10.6% | +1.0% |
| 30D | -5.6% | +4.6% | -10.2% | -6.5% |
| 3M | -1.1% | +59.7% | -60.9% | -9.2% |
| 6M | +9.9% | +21.2% | -11.3% | +5.0% |
| YTD | -0.9% | +27.4% | -28.4% | -6.8% |
| 1Y | -1.4% | -29.8% | +28.4% | +0.7% |
| 3Y | +78.2% | -28.5% | +106.7% | +65.9% |
| 5Y | +37.0% | +220.0% | -183.0% | -12.9% |
| All | +156.5% | +303.8% | -147.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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