+100.8%
HBAN vs CF
+479.1%
-378.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +2.3% | +4.8% | -2.5% | +0.7% |
| 30D | +4.8% | +4.7% | +0.1% | +2.9% |
| 3M | -10.1% | +7.4% | -17.5% | -12.8% |
| 6M | +5.0% | +0.6% | +4.4% | +3.2% |
| YTD | -6.1% | +64.1% | -70.2% | -25.1% |
| 1Y | +4.6% | +51.4% | -46.8% | -14.1% |
| 3Y | +74.9% | +67.8% | +7.1% | +32.3% |
| 5Y | +21.4% | +114.1% | -92.7% | -24.4% |
| All | +100.8% | +479.1% | -378.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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