+99.7%
HBAN vs ES
+96.6%
+3.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +0.8% | -1.1% | +1.8% | +1.1% |
| 30D | +3.2% | +8.2% | -5.0% | +0.6% |
| 3M | -11.1% | +0.6% | -11.7% | -11.4% |
| 6M | +1.2% | +6.0% | -4.8% | -0.9% |
| YTD | -6.7% | +9.3% | -16.0% | -9.9% |
| 1Y | +2.4% | +1.1% | +1.3% | +0.9% |
| 3Y | +73.3% | +51.9% | +21.3% | +46.4% |
| 5Y | +20.7% | +6.5% | +14.3% | +13.5% |
| All | +99.7% | +96.6% | +3.1% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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