+101.6%
HBAN vs CL
+84.9%
+16.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -1.1% | -0.8% | -0.4% | -0.9% |
| 30D | +3.1% | +9.5% | -6.4% | +0.4% |
| 3M | -9.8% | +6.8% | -16.5% | -11.5% |
| 6M | +1.4% | +14.3% | -12.9% | -2.7% |
| YTD | -5.8% | +27.0% | -32.8% | -12.7% |
| 1Y | +4.2% | +26.3% | -22.0% | -3.3% |
| 3Y | +74.9% | +39.3% | +35.6% | +53.3% |
| 5Y | +21.7% | +41.5% | -19.8% | +4.8% |
| All | +101.6% | +84.9% | +16.7% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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