+35.2%
HBAN vs CI
+43.3%
-8.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -5.5% | +0.5% | -6.0% | -5.6% |
| 3M | -0.2% | -5.2% | +4.9% | +0.7% |
| 6M | +5.2% | +4.3% | +0.8% | +3.5% |
| YTD | -2.3% | +2.8% | -5.1% | -3.6% |
| 1Y | -2.2% | -5.8% | +3.6% | -2.1% |
| 3Y | +73.8% | +4.7% | +69.1% | +63.3% |
| 5Y | +35.2% | +42.7% | -7.5% | +3.7% |
| All | +35.2% | +43.3% | -8.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 5y: compounded portfolio wealth divided by compounded CI 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…
5y analysis · Full analysis span regression · 6 months rolling