+4,005.7%
CMG vs HBAN
+47.3%
+3,958.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -3.8% | -1.9% | -1.9% | -3.5% |
| 30D | +12.9% | -5.9% | +18.8% | +14.1% |
| 3M | +18.8% | +0.2% | +18.5% | +18.6% |
| 6M | +4.1% | +6.6% | -2.6% | +2.7% |
| YTD | -2.4% | -1.7% | -0.6% | -2.2% |
| 1Y | -6.7% | -1.7% | -5.0% | -6.6% |
| 3Y | -7.1% | +74.9% | -82.0% | -16.8% |
| 5Y | -5.0% | +36.0% | -40.9% | -12.2% |
| 10Y | +323.5% | +156.9% | +166.6% | +236.3% |
| All | +4,005.7% | +47.3% | +3,958.4% | +3,718.5% |
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