+151.8%
HBAN vs CLF
+133.8%
+18.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.4% |
| 7D | -1.5% | -2.7% | +1.2% | -0.9% |
| 30D | -5.5% | -3.2% | -2.3% | -4.9% |
| 3M | -0.2% | -5.0% | +4.7% | -0.5% |
| 6M | +5.2% | +26.6% | -21.4% | -3.3% |
| YTD | -2.3% | -9.0% | +6.7% | -3.7% |
| 1Y | -2.2% | +11.8% | -14.0% | -10.8% |
| 3Y | +73.8% | -15.1% | +88.9% | +58.7% |
| 5Y | +35.2% | -48.2% | +83.4% | +32.4% |
| All | +151.8% | +133.8% | +18.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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