+76.8%
HBAN vs CAG
-39.3%
+116.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | -1.9% | -5.9% | +4.0% | -1.1% |
| 30D | -5.9% | -1.5% | -4.3% | -5.8% |
| 3M | +0.2% | +11.5% | -11.2% | -1.6% |
| 6M | +6.6% | -15.7% | +22.3% | +8.7% |
| YTD | -1.7% | -10.2% | +8.5% | -1.2% |
| 1Y | -1.7% | -18.1% | +16.3% | +0.2% |
| All | +76.8% | -39.3% | +116.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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