+789.5%
HBAN vs CI
+7,591.2%
-6,801.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +0.7% | +1.3% | -0.7% | +0.1% |
| 30D | -3.2% | +4.4% | -7.7% | -5.0% |
| 3M | +4.0% | +0.7% | +3.3% | +3.1% |
| 6M | +3.1% | +0.3% | +2.8% | +2.0% |
| YTD | 0.0% | +3.8% | -3.8% | -2.7% |
| 1Y | -1.2% | -5.5% | +4.3% | -1.5% |
| 3Y | +72.5% | +8.1% | +64.4% | +55.8% |
| 5Y | +39.3% | +42.8% | -3.5% | +10.2% |
| 10Y | +157.3% | +143.9% | +13.5% | +54.2% |
| All | +789.5% | +7,591.2% | -6,801.7% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling