+5,760.6%
CRM vs HBAN
+69.5%
+5,691.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.8% |
| 7D | -4.4% | -1.0% | -3.4% | -4.2% |
| 30D | +28.1% | -5.6% | +33.7% | +29.5% |
| 3M | +48.8% | -1.1% | +50.0% | +48.9% |
| 6M | +28.3% | +9.9% | +18.4% | +25.3% |
| YTD | -6.0% | -0.9% | -5.1% | -6.4% |
| 1Y | +1.4% | -1.4% | +2.8% | +0.9% |
| 3Y | +11.8% | +78.2% | -66.4% | -1.7% |
| 5Y | -2.0% | +37.0% | -39.0% | -10.4% |
| 10Y | +239.6% | +158.9% | +80.7% | +162.6% |
| All | +5,760.6% | +69.5% | +5,691.1% | +4,029.5% |
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