+156.5%
HBAN vs ELV
+2,378.1%
-2,221.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | -5.5% | -0.2% | -5.3% | -5.5% |
| 3M | -0.2% | -6.1% | +5.9% | +1.6% |
| 6M | +5.2% | +42.8% | -37.7% | -11.4% |
| YTD | -2.3% | +14.4% | -16.7% | -10.5% |
| 1Y | -2.2% | +28.6% | -30.8% | -15.5% |
| 3Y | +73.8% | -7.4% | +81.3% | +65.8% |
| 5Y | +35.2% | +14.5% | +20.8% | +13.1% |
| 10Y | +155.4% | +257.4% | -102.1% | +12.4% |
| All | +156.5% | +2,378.1% | -2,221.6% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling