+191.3%
HBAN vs CARR
+421.5%
-230.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.2% |
| 7D | -1.0% | -3.8% | +2.8% | +0.5% |
| 30D | -5.6% | -8.9% | +3.3% | -2.0% |
| 3M | -1.1% | -17.3% | +16.2% | +6.1% |
| 6M | +9.9% | -1.4% | +11.3% | +8.4% |
| YTD | -0.9% | +10.0% | -10.9% | -7.1% |
| 1Y | -1.4% | -6.4% | +5.0% | -1.3% |
| 3Y | +78.2% | +1.5% | +76.7% | +67.9% |
| 5Y | +37.0% | +9.3% | +27.7% | +20.9% |
| All | +191.3% | +421.5% | -230.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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