+36.0%
HBAN vs ESI
+66.0%
-30.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +2.5% |
| 7D | -1.9% | -2.3% | +0.4% | -1.1% |
| 30D | -5.9% | -9.0% | +3.2% | -2.2% |
| 3M | +0.2% | -13.3% | +13.5% | +4.3% |
| 6M | +6.6% | +5.3% | +1.4% | -1.5% |
| YTD | -1.7% | +37.6% | -39.3% | -22.6% |
| 1Y | -1.7% | +33.6% | -35.3% | -22.0% |
| 3Y | +74.9% | +75.8% | -0.9% | +13.8% |
| 5Y | +36.0% | +68.6% | -32.6% | -13.5% |
| All | +36.0% | +66.0% | -30.0% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling