+153.3%
HBAN vs CFG
+311.8%
-158.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -1.9% | -1.7% | -0.2% | -0.6% |
| 30D | -5.9% | -4.6% | -1.2% | -2.3% |
| 3M | +0.2% | +7.9% | -7.6% | -5.7% |
| 6M | +6.6% | +19.9% | -13.2% | -7.7% |
| YTD | -1.7% | +21.7% | -23.4% | -16.0% |
| 1Y | -1.7% | +38.4% | -40.2% | -24.3% |
| 3Y | +74.9% | +187.0% | -112.1% | -25.7% |
| 5Y | +36.0% | +99.5% | -63.6% | -24.1% |
| All | +153.3% | +311.8% | -158.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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