+155.3%
HBAN vs EMR
+284.0%
-128.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | -5.6% | -6.8% | +1.2% | -0.9% |
| 3M | -1.1% | +7.5% | -8.6% | -7.3% |
| 6M | +9.9% | +9.9% | 0.0% | +0.3% |
| YTD | -0.9% | +16.0% | -16.9% | -14.0% |
| 1Y | -1.4% | +12.4% | -13.8% | -13.0% |
| 3Y | +78.2% | +60.2% | +18.0% | +16.5% |
| 5Y | +37.0% | +67.9% | -30.8% | -15.4% |
| All | +155.3% | +284.0% | -128.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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