+74.9%
HBAN vs CART
+135.4%
-60.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.3% | +1.3% | +1.0% | +2.1% |
| 30D | +4.8% | +19.2% | -14.4% | +2.5% |
| 3M | -10.1% | +17.6% | -27.6% | -12.0% |
| 6M | +5.0% | +47.4% | -42.3% | -0.4% |
| YTD | -6.1% | +30.9% | -37.0% | -9.9% |
| 1Y | +4.6% | +46.0% | -41.4% | -1.5% |
| 3Y | +74.9% | +130.3% | -55.4% | +47.1% |
| All | +74.9% | +135.4% | -60.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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