+351.8%
HBAN vs CB
+6,559.4%
-6,207.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.9% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | -3.2% | -3.1% | -0.1% | -1.6% |
| 3M | +4.0% | +9.0% | -5.0% | -1.6% |
| 6M | +3.1% | +2.9% | +0.3% | +0.7% |
| YTD | 0.0% | +10.1% | -10.1% | -6.2% |
| 1Y | -1.2% | +22.8% | -24.0% | -13.0% |
| 3Y | +72.5% | +73.8% | -1.3% | +22.4% |
| 5Y | +39.3% | +99.2% | -59.9% | -8.0% |
| 10Y | +157.3% | +218.2% | -60.9% | +33.6% |
| All | +351.8% | +6,559.4% | -6,207.7% | +2.1% |
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