+155.3%
HBAN vs ES
+82.1%
+73.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -1.0% | -3.6% | +2.6% | +0.1% |
| 30D | -5.6% | -4.2% | -1.4% | -4.4% |
| 3M | -1.1% | +0.1% | -1.3% | -1.3% |
| 6M | +9.9% | -6.2% | +16.1% | +11.8% |
| YTD | -0.9% | +4.1% | -5.0% | -2.7% |
| 1Y | -1.4% | +10.2% | -11.6% | -5.6% |
| 3Y | +78.2% | +26.1% | +52.1% | +60.6% |
| 5Y | +37.0% | -5.3% | +42.4% | +34.0% |
| All | +155.3% | +82.1% | +73.2% | +186.7% |
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