+38.6%
HBAN vs CF
+5,310.1%
-5,271.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.6% | -0.9% | +0.3% | -0.5% |
| 30D | +3.9% | +6.9% | -3.0% | +1.3% |
| 3M | -8.4% | +4.8% | -13.2% | -10.6% |
| 6M | +0.6% | +4.7% | -4.0% | -2.7% |
| YTD | -5.5% | +56.5% | -62.0% | -22.3% |
| 1Y | +5.4% | +48.4% | -43.1% | -11.9% |
| 3Y | +76.7% | +59.1% | +17.6% | +39.3% |
| 5Y | +25.1% | +109.5% | -84.4% | -15.5% |
| 10Y | +121.5% | +487.0% | -365.4% | -0.8% |
| All | +38.6% | +5,310.1% | -5,271.6% | -69.5% |
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