+11.2%
HBAN vs CAI
-9.9%
+21.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.7% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | -5.6% | +9.3% | -14.9% | -6.3% |
| 3M | -1.1% | +35.2% | -36.4% | -3.7% |
| 6M | +9.9% | +30.7% | -20.8% | +6.4% |
| YTD | -0.9% | -9.8% | +8.8% | -3.3% |
| 1Y | -1.4% | -28.9% | +27.5% | -3.4% |
| All | +11.2% | -9.9% | +21.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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