+34.6%
HBAN vs CF
+5,315.1%
-5,280.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -2.0% | -3.2% | +1.2% | -1.2% |
| 30D | +2.0% | +4.3% | -2.3% | +0.2% |
| 3M | -10.0% | +2.8% | -12.8% | -11.6% |
| 6M | -5.3% | +0.6% | -5.9% | -7.2% |
| YTD | -8.2% | +56.6% | -64.8% | -24.6% |
| 1Y | +4.2% | +49.6% | -45.4% | -13.1% |
| 3Y | +66.7% | +61.5% | +5.2% | +30.7% |
| 5Y | +21.7% | +124.0% | -102.2% | -19.8% |
| 10Y | +131.2% | +573.2% | -442.0% | -1.0% |
| All | +34.6% | +5,315.1% | -5,280.5% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling