+37.2%
HBAN vs CL
+30.0%
+7.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +2.1% | -1.4% | +3.4% | +2.3% |
| 30D | -4.5% | -5.2% | +0.7% | -3.6% |
| 3M | +2.6% | +3.3% | -0.8% | +1.9% |
| 6M | +4.7% | -4.4% | +9.1% | +5.3% |
| YTD | -1.5% | +13.9% | -15.5% | -4.1% |
| 1Y | -1.9% | +7.6% | -9.6% | -3.7% |
| 3Y | +75.2% | +29.6% | +45.6% | +58.8% |
| 5Y | +37.2% | +28.1% | +9.1% | +20.8% |
| All | +37.2% | +30.0% | +7.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling