+343.9%
HBAN vs IEFA
+212.1%
+131.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.3% |
| 7D | -1.0% | -1.6% | +0.6% | +0.7% |
| 30D | -5.6% | -1.5% | -4.1% | -4.1% |
| 3M | -1.1% | +3.4% | -4.6% | -4.9% |
| 6M | +9.9% | +9.5% | +0.4% | -1.1% |
| YTD | -0.9% | +13.0% | -14.0% | -14.3% |
| 1Y | -1.4% | +18.0% | -19.4% | -18.7% |
| 3Y | +78.2% | +65.4% | +12.9% | +0.5% |
| 5Y | +37.0% | +51.6% | -14.5% | -14.4% |
| 10Y | +158.9% | +146.7% | +12.2% | -0.5% |
| All | +343.9% | +212.1% | +131.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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