+35.2%
HBAN vs CLF
-47.6%
+82.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.0% |
| 3M | -0.2% | -5.0% | +4.7% | -0.2% |
| 6M | +5.2% | +26.6% | -21.4% | -2.1% |
| YTD | -2.3% | -9.0% | +6.7% | -3.2% |
| 1Y | -2.2% | +11.8% | -14.0% | -9.9% |
| 3Y | +73.8% | -15.1% | +88.9% | +60.5% |
| 5Y | +35.2% | -48.2% | +83.4% | +31.6% |
| All | +35.2% | -47.6% | +82.9% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling