+688.6%
CAT vs HBAN
+102.9%
+585.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +7.4% | +2.3% | +5.2% | +6.3% |
| 30D | -19.7% | +4.8% | -24.4% | -21.6% |
| 3M | -29.6% | -10.1% | -19.5% | -25.8% |
| 6M | -33.2% | +5.0% | -38.2% | -35.2% |
| YTD | +5.7% | -6.1% | +11.8% | +8.0% |
| 1Y | +9.3% | +4.6% | +4.8% | +5.7% |
| 3Y | +158.3% | +74.9% | +83.4% | +89.5% |
| 5Y | +211.6% | +21.4% | +190.2% | +164.9% |
| All | +688.6% | +102.9% | +585.8% | +425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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