+155.3%
HBAN vs CGNX
+193.6%
-38.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.4% |
| 7D | -1.0% | +3.2% | -4.2% | -1.9% |
| 30D | -5.6% | +6.0% | -11.6% | -7.4% |
| 3M | -1.1% | +3.5% | -4.7% | -3.2% |
| 6M | +9.9% | +26.3% | -16.4% | +0.6% |
| YTD | -0.9% | +79.2% | -80.2% | -21.6% |
| 1Y | -1.4% | +43.8% | -45.2% | -16.9% |
| 3Y | +78.2% | +52.0% | +26.3% | +40.9% |
| 5Y | +37.0% | -24.0% | +61.1% | +32.2% |
| All | +155.3% | +193.6% | -38.3% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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