+36.0%
HBAN vs ELF
+217.8%
-181.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.1% |
| 7D | -1.9% | -10.8% | +8.9% | -0.5% |
| 30D | -5.9% | +0.8% | -6.7% | -6.1% |
| 3M | +0.2% | +64.8% | -64.5% | -6.4% |
| 6M | +6.6% | +19.0% | -12.3% | +3.3% |
| YTD | -1.7% | +25.9% | -27.6% | -6.0% |
| 1Y | -1.7% | -28.8% | +27.1% | -0.2% |
| 3Y | +74.9% | -29.6% | +104.5% | +61.3% |
| 5Y | +36.0% | +216.2% | -180.3% | -25.1% |
| All | +36.0% | +217.8% | -181.9% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling