+155.3%
HBAN vs ELV
+280.2%
-124.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -1.0% | +3.2% | -4.2% | -2.1% |
| 30D | -5.6% | +5.4% | -11.0% | -7.3% |
| 3M | -1.1% | +5.4% | -6.5% | -3.4% |
| 6M | +9.9% | +45.7% | -35.8% | -4.2% |
| YTD | -0.9% | +21.2% | -22.1% | -9.1% |
| 1Y | -1.4% | +35.6% | -37.0% | -13.4% |
| 3Y | +78.2% | -2.0% | +80.2% | +69.9% |
| 5Y | +37.0% | +26.0% | +11.0% | +13.8% |
| All | +155.3% | +280.2% | -124.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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