+155.3%
HBAN vs ESI
+312.8%
-157.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -1.0% | -4.6% | +3.6% | +1.1% |
| 30D | -5.6% | -10.5% | +4.9% | -0.8% |
| 3M | -1.1% | -19.8% | +18.7% | +7.6% |
| 6M | +9.9% | +5.8% | +4.1% | +1.8% |
| YTD | -0.9% | +38.3% | -39.2% | -21.2% |
| 1Y | -1.4% | +31.5% | -32.9% | -20.1% |
| 3Y | +78.2% | +80.7% | -2.5% | +18.9% |
| 5Y | +37.0% | +69.4% | -32.4% | -7.4% |
| All | +155.3% | +312.8% | -157.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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