+74.9%
HBAN vs ES
+53.3%
+21.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +2.3% | +2.7% | -0.4% | +1.6% |
| 30D | +4.8% | +7.6% | -2.8% | +2.8% |
| 3M | -10.1% | +0.5% | -10.6% | -10.3% |
| 6M | +5.0% | +7.6% | -2.6% | +2.9% |
| YTD | -6.1% | +10.2% | -16.4% | -9.0% |
| 1Y | +4.6% | +1.8% | +2.7% | +3.2% |
| 3Y | +74.9% | +55.4% | +19.5% | +38.1% |
| All | +74.9% | +53.3% | +21.6% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling