+737.7%
HBAN vs ES
+1,249.3%
-511.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +3.1% | +6.7% | -3.6% | +0.8% |
| 3M | -9.8% | +0.3% | -10.1% | -10.0% |
| 6M | +1.4% | +7.4% | -6.0% | -1.3% |
| YTD | -5.8% | +8.4% | -14.2% | -8.9% |
| 1Y | +4.2% | +0.6% | +3.6% | +2.9% |
| 3Y | +74.9% | +50.6% | +24.3% | +48.8% |
| 5Y | +21.7% | +4.8% | +16.8% | +15.3% |
| 10Y | +106.1% | +93.1% | +13.0% | +55.6% |
| All | +737.7% | +1,249.3% | -511.6% | +306.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling