+37.2%
HBAN vs ES
-2.9%
+40.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +2.1% | +1.4% | +0.7% | +1.7% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | +2.6% | +5.0% | -2.4% | +1.0% |
| 6M | +4.7% | -2.8% | +7.6% | +5.3% |
| YTD | -1.5% | +8.6% | -10.1% | -4.4% |
| 1Y | -1.9% | +18.9% | -20.9% | -8.3% |
| 3Y | +75.2% | +32.1% | +43.1% | +54.9% |
| 5Y | +37.2% | -5.1% | +42.2% | +27.9% |
| All | +37.2% | -2.9% | +40.0% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling