+155.4%
HBAN vs CF
+599.7%
-444.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.7% |
| 7D | -1.5% | -0.8% | -0.6% | -1.3% |
| 30D | -5.5% | +14.3% | -19.8% | -9.7% |
| 3M | -0.2% | +27.9% | -28.1% | -8.7% |
| 6M | +5.2% | +25.5% | -20.4% | -5.9% |
| YTD | -2.3% | +81.2% | -83.5% | -24.0% |
| 1Y | -2.2% | +66.5% | -68.7% | -21.8% |
| 3Y | +73.8% | +76.7% | -2.8% | +30.5% |
| 5Y | +35.2% | +237.8% | -202.6% | -30.5% |
| 10Y | +155.4% | +619.9% | -464.5% | -2.6% |
| All | +155.4% | +599.7% | -444.3% | -2.6% |
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