+203.9%
HBAN vs ESI
+226.4%
-22.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.8% |
| 7D | +2.1% | +5.4% | -3.3% | +0.1% |
| 30D | -4.5% | -4.2% | -0.3% | -3.2% |
| 3M | +2.6% | -9.6% | +12.2% | +4.8% |
| 6M | +4.7% | +18.3% | -13.6% | -4.7% |
| YTD | -1.5% | +45.8% | -47.4% | -17.9% |
| 1Y | -1.9% | +39.2% | -41.1% | -17.2% |
| 3Y | +75.2% | +86.3% | -11.1% | +30.9% |
| 5Y | +37.2% | +76.2% | -39.0% | +3.6% |
| 10Y | +156.6% | +306.8% | -150.2% | +46.3% |
| All | +203.9% | +226.4% | -22.5% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling