+36.0%
HBAN vs EMR
+62.1%
-26.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.4% |
| 7D | -1.9% | -1.2% | -0.7% | -1.2% |
| 30D | -5.9% | -9.4% | +3.6% | -0.1% |
| 3M | +0.2% | +8.6% | -8.3% | -5.7% |
| 6M | +6.6% | +6.7% | 0.0% | +0.7% |
| YTD | -1.7% | +13.1% | -14.8% | -11.4% |
| 1Y | -1.7% | +12.7% | -14.5% | -11.9% |
| 3Y | +74.9% | +58.1% | +16.8% | +22.4% |
| 5Y | +36.0% | +63.6% | -27.7% | -11.3% |
| All | +36.0% | +62.1% | -26.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling