-7.1%
CMG vs HBAN
+74.3%
-81.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | +10.9% | -5.6% | +16.5% | +12.8% |
| 3M | +15.8% | -1.1% | +17.0% | +15.9% |
| 6M | +6.9% | +9.9% | -2.9% | +3.5% |
| YTD | -2.2% | -0.9% | -1.2% | -2.3% |
| 1Y | -7.1% | -1.4% | -5.7% | -7.3% |
| 3Y | -7.1% | +78.2% | -85.3% | -14.1% |
| All | -7.1% | +74.3% | -81.4% | -14.1% |
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