+729.8%
HBAN vs ES
+1,261.0%
-531.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | -11.1% | +0.6% | -11.7% | -11.4% |
| 6M | +1.2% | +6.0% | -4.8% | -1.0% |
| YTD | -6.7% | +9.3% | -16.0% | -10.0% |
| 1Y | +2.4% | +1.1% | +1.3% | +0.9% |
| 3Y | +73.3% | +51.9% | +21.3% | +46.9% |
| 5Y | +20.7% | +6.5% | +14.3% | +13.9% |
| 10Y | +104.1% | +94.8% | +9.3% | +53.7% |
| All | +729.8% | +1,261.0% | -531.2% | +301.8% |
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