+49.3%
CCL vs HBAN
+74.3%
-25.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.6% |
| 7D | -3.2% | -1.0% | -2.2% | -2.4% |
| 30D | -17.8% | -5.6% | -12.2% | -13.4% |
| 3M | -18.7% | -1.1% | -17.5% | -18.2% |
| 6M | -11.4% | +9.9% | -21.3% | -18.4% |
| YTD | -24.3% | -0.9% | -23.4% | -24.6% |
| 1Y | -28.8% | -1.4% | -27.4% | -29.1% |
| 3Y | +49.3% | +78.2% | -28.9% | -12.2% |
| All | +49.3% | +74.3% | -25.0% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling