+100.8%
HBAN vs CB
+250.2%
-149.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.2% |
| 7D | +2.3% | +2.9% | -0.7% | +0.1% |
| 30D | +4.8% | +7.3% | -2.5% | -0.8% |
| 3M | -10.1% | +9.4% | -19.5% | -16.2% |
| 6M | +5.0% | +19.6% | -14.6% | -9.6% |
| YTD | -6.1% | +21.5% | -27.6% | -20.5% |
| 1Y | +4.6% | +28.0% | -23.4% | -15.1% |
| 3Y | +74.9% | +74.9% | +0.1% | +6.3% |
| 5Y | +21.4% | +108.1% | -86.7% | -36.9% |
| All | +100.8% | +250.2% | -149.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling