+127.2%
HBAN vs EMB
+131.9%
-4.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.1% | +0.3% | +1.8% | +1.8% |
| 30D | -4.5% | -0.5% | -4.0% | -4.1% |
| 3M | +2.6% | +0.3% | +2.2% | +2.3% |
| 6M | +4.7% | +1.2% | +3.6% | +3.7% |
| YTD | -1.5% | +1.5% | -3.0% | -2.7% |
| 1Y | -1.9% | +4.8% | -6.7% | -6.0% |
| 3Y | +75.2% | +30.4% | +44.9% | +38.4% |
| 5Y | +37.2% | +7.3% | +29.9% | +28.6% |
| 10Y | +156.6% | +29.7% | +126.9% | +107.2% |
| All | +127.2% | +131.9% | -4.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EMB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling