+5,523.6%
COF vs HBAN
+354.2%
+5,169.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -6.1% | -1.9% | -4.1% | -5.0% |
| 30D | -5.2% | -5.9% | +0.7% | -2.0% |
| 3M | +17.0% | +0.2% | +16.8% | +16.7% |
| 6M | +12.9% | +6.6% | +6.3% | +8.8% |
| YTD | -13.5% | -1.7% | -11.8% | -12.8% |
| 1Y | -5.9% | -1.7% | -4.2% | -5.1% |
| 3Y | +117.1% | +74.9% | +42.2% | +61.3% |
| 5Y | +45.4% | +36.0% | +9.4% | +23.3% |
| 10Y | +244.1% | +156.9% | +87.2% | +115.7% |
| All | +5,523.6% | +354.2% | +5,169.4% | +1,831.4% |
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