+155.0%
HBAN vs ELF
+334.6%
-179.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.8% |
| 7D | +2.1% | -1.2% | +3.2% | +2.3% |
| 30D | -4.5% | +5.9% | -10.4% | -5.6% |
| 3M | +2.6% | +99.5% | -97.0% | -9.3% |
| 6M | +4.7% | +26.5% | -21.8% | -0.6% |
| YTD | -1.5% | +37.2% | -38.7% | -8.5% |
| 1Y | -1.9% | -24.4% | +22.5% | -1.1% |
| 3Y | +75.2% | -23.3% | +98.5% | +61.3% |
| 5Y | +37.2% | +245.2% | -208.0% | -13.8% |
| All | +155.0% | +334.6% | -179.6% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling