+19,050.1%
CAT vs HBAN
+739.7%
+18,310.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +7.4% | +2.3% | +5.2% | +6.8% |
| 30D | -19.7% | +4.8% | -24.4% | -20.7% |
| 3M | -29.6% | -10.1% | -19.5% | -27.6% |
| 6M | -33.2% | +5.0% | -38.2% | -34.2% |
| YTD | +5.7% | -6.1% | +11.8% | +7.2% |
| 1Y | +9.3% | +4.6% | +4.8% | +7.7% |
| 3Y | +158.3% | +74.9% | +83.4% | +122.0% |
| 5Y | +211.6% | +21.4% | +190.2% | +190.6% |
| 10Y | +698.5% | +105.3% | +593.2% | +544.0% |
| All | +19,050.1% | +739.7% | +18,310.3% | +7,580.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling