+325.4%
HBAN vs CB
+7,141.5%
-6,816.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | -1.1% | -1.0% | -0.1% | -0.6% |
| 30D | +3.1% | +7.3% | -4.2% | -1.0% |
| 3M | -9.8% | +7.0% | -16.8% | -13.3% |
| 6M | +1.4% | +16.3% | -15.0% | -7.7% |
| YTD | -5.8% | +19.7% | -25.5% | -15.8% |
| 1Y | +4.2% | +27.8% | -23.6% | -10.3% |
| 3Y | +74.9% | +72.0% | +2.9% | +25.0% |
| 5Y | +21.7% | +104.9% | -83.2% | -20.9% |
| 10Y | +106.1% | +246.7% | -140.7% | +1.8% |
| All | +325.4% | +7,141.5% | -6,816.1% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling